+135.3%
PSX vs NI
+70.0%
+65.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +1.8% | +1.3% | +0.6% | +1.6% |
| 30D | +21.6% | -0.3% | +21.9% | +21.7% |
| 3M | +46.5% | -9.5% | +55.9% | +48.5% |
| 6M | +62.0% | -10.2% | +72.2% | +64.3% |
| YTD | +106.3% | +1.8% | +104.5% | +103.8% |
| 1Y | +103.0% | +5.7% | +97.3% | +98.3% |
| All | +135.3% | +70.0% | +65.3% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling