+1,091.2%
PSX vs MSCI
+2,003.6%
-912.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -7.8% | +2.7% | -10.5% | -8.6% |
| 30D | -9.9% | +16.2% | -26.1% | -13.9% |
| 3M | +16.9% | +17.1% | -0.1% | +11.3% |
| 6M | +48.0% | +13.0% | +35.0% | +41.5% |
| YTD | +98.3% | +15.8% | +82.6% | +86.8% |
| 1Y | +86.2% | +15.5% | +70.7% | +75.4% |
| 3Y | +144.0% | +32.3% | +111.7% | +115.8% |
| 5Y | +287.7% | +8.2% | +279.5% | +254.1% |
| 10Y | +338.3% | +800.7% | -462.4% | +73.2% |
| All | +1,091.2% | +2,003.6% | -912.4% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling