+1,091.2%
PSX vs NDAQ
+1,579.4%
-488.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.5% |
| 7D | -7.8% | +2.9% | -10.7% | -8.9% |
| 30D | -9.9% | +17.5% | -27.4% | -16.2% |
| 3M | +16.9% | +15.4% | +1.5% | +9.3% |
| 6M | +48.0% | +24.6% | +23.4% | +32.7% |
| YTD | +98.3% | +14.4% | +83.9% | +82.8% |
| 1Y | +86.2% | +26.9% | +59.2% | +63.0% |
| 3Y | +144.0% | +119.8% | +24.2% | +62.2% |
| 5Y | +287.7% | +70.5% | +217.2% | +184.2% |
| 10Y | +338.3% | +475.8% | -137.5% | +66.8% |
| All | +1,091.2% | +1,579.4% | -488.2% | +162.8% |
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