+1,112.1%
PSX vs NDAQ
+1,373.8%
-261.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +1.0% |
| 7D | +4.5% | -2.4% | +7.0% | +5.6% |
| 30D | +26.6% | +2.5% | +24.2% | +25.2% |
| 3M | +39.3% | +9.9% | +29.3% | +32.6% |
| 6M | +56.8% | +9.4% | +47.4% | +48.8% |
| YTD | +101.8% | +0.4% | +101.4% | +97.6% |
| 1Y | +99.6% | +4.0% | +95.6% | +91.3% |
| 3Y | +140.3% | +94.4% | +46.0% | +68.7% |
| 5Y | +339.3% | +56.7% | +282.6% | +232.3% |
| 10Y | +369.9% | +375.3% | -5.4% | +95.5% |
| All | +1,112.1% | +1,373.8% | -261.7% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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