+365.6%
PSX vs MTB
+103.8%
+261.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +2.8% | +2.8% | +0.1% | +1.7% |
| 30D | +27.8% | -4.2% | +31.9% | +29.9% |
| 3M | +42.0% | +7.8% | +34.2% | +37.4% |
| 6M | +58.1% | +14.8% | +43.3% | +48.2% |
| YTD | +105.0% | +20.8% | +84.2% | +87.7% |
| 1Y | +104.9% | +23.1% | +81.8% | +85.8% |
| 3Y | +134.1% | +114.8% | +19.2% | +71.6% |
| All | +365.6% | +103.8% | +261.8% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling