+134.1%
PSX vs NTRS
+168.2%
-34.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | +15.6% | -0.7% | +16.3% | +15.8% |
| 3M | +46.5% | +11.3% | +35.1% | +40.3% |
| 6M | +55.0% | +35.5% | +19.5% | +36.3% |
| YTD | +105.3% | +40.6% | +64.7% | +76.7% |
| 1Y | +101.6% | +49.2% | +52.4% | +68.5% |
| 3Y | +134.1% | +167.2% | -33.1% | +50.8% |
| All | +134.1% | +168.2% | -34.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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