+378.1%
PSX vs NI
+143.3%
+234.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +15.6% | -1.4% | +17.0% | +16.2% |
| 3M | +46.5% | -10.6% | +57.0% | +52.8% |
| 6M | +55.0% | -9.3% | +64.3% | +60.2% |
| YTD | +105.3% | +1.1% | +104.1% | +102.3% |
| 1Y | +101.6% | +3.4% | +98.2% | +96.2% |
| 3Y | +134.1% | +67.9% | +66.3% | +81.6% |
| 5Y | +368.7% | +98.0% | +270.7% | +230.9% |
| All | +378.1% | +143.3% | +234.9% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling