+150.2%
PSX vs MTB
+105.4%
+44.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.4% | -2.0% | +1.6% | +0.5% |
| 30D | -8.1% | +0.1% | -8.2% | -8.3% |
| 3M | +15.9% | -12.1% | +28.0% | +22.3% |
| 6M | +49.4% | +7.3% | +42.1% | +43.2% |
| YTD | +104.7% | +11.5% | +93.1% | +90.3% |
| 1Y | +89.1% | +21.3% | +67.8% | +68.1% |
| All | +150.2% | +105.4% | +44.8% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling