+87.9%
PSX vs P
+10.7%
+77.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.8% |
| 7D | -8.0% | -9.6% | +1.6% | -7.8% |
| 30D | -9.0% | -33.4% | +24.4% | -8.7% |
| 3M | +24.7% | +14.2% | +10.5% | +24.8% |
| 6M | +49.3% | +31.6% | +17.8% | +49.9% |
| YTD | +100.2% | +53.5% | +46.7% | +102.4% |
| All | +87.9% | +10.7% | +77.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling