+376.3%
PSX vs MTB
+172.9%
+203.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +15.8% | -4.6% | +20.4% | +18.8% |
| 3M | +43.0% | +7.4% | +35.6% | +36.8% |
| 6M | +61.1% | +18.7% | +42.4% | +44.4% |
| YTD | +104.5% | +21.1% | +83.5% | +80.8% |
| 1Y | +102.5% | +24.1% | +78.5% | +76.1% |
| 3Y | +133.5% | +115.3% | +18.1% | +44.3% |
| 5Y | +367.0% | +106.0% | +260.9% | +173.2% |
| All | +376.3% | +172.9% | +203.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MTB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling