+134.1%
PSX vs NXT
+100.2%
+33.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +2.8% | +2.9% | 0.0% | +2.6% |
| 30D | +27.8% | -17.2% | +45.0% | +29.2% |
| 3M | +42.0% | -32.0% | +74.0% | +45.1% |
| 6M | +58.1% | -15.8% | +73.9% | +56.8% |
| YTD | +105.0% | -1.9% | +106.9% | +99.5% |
| 1Y | +104.9% | +22.5% | +82.4% | +93.3% |
| 3Y | +134.1% | +100.5% | +33.5% | +101.4% |
| All | +134.1% | +100.2% | +33.9% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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