+1,129.2%
PSX vs MTB
+285.3%
+843.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.4% | -2.0% | +1.6% | +0.8% |
| 30D | -8.1% | +0.1% | -8.2% | -8.3% |
| 3M | +15.9% | -12.1% | +28.0% | +24.1% |
| 6M | +49.4% | +7.3% | +42.1% | +42.2% |
| YTD | +104.7% | +11.5% | +93.1% | +88.9% |
| 1Y | +89.1% | +21.3% | +67.8% | +66.2% |
| 3Y | +151.7% | +104.1% | +47.6% | +61.1% |
| 5Y | +298.3% | +61.8% | +236.5% | +172.3% |
| 10Y | +357.1% | +115.4% | +241.7% | +138.7% |
| All | +1,129.2% | +285.3% | +843.9% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling