+367.0%
PSX vs NI
+94.6%
+272.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +15.8% | -1.4% | +17.2% | +16.2% |
| 3M | +43.0% | -10.6% | +53.6% | +47.0% |
| 6M | +61.1% | -9.9% | +71.0% | +64.9% |
| YTD | +104.5% | +1.2% | +103.4% | +102.0% |
| 1Y | +102.5% | +4.4% | +98.1% | +97.5% |
| 3Y | +133.5% | +68.6% | +64.9% | +94.3% |
| 5Y | +367.0% | +98.0% | +269.0% | +258.7% |
| All | +367.0% | +94.6% | +272.4% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling