+154.3%
PSX vs P
+203.4%
-49.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +1.4% |
| 7D | +6.4% | +17.8% | -11.4% | +5.2% |
| 30D | -10.2% | -29.9% | +19.7% | -8.4% |
| 3M | +17.2% | -1.2% | +18.3% | +16.6% |
| 6M | +51.8% | +32.1% | +19.6% | +47.5% |
| YTD | +108.0% | +64.3% | +43.7% | +97.9% |
| 1Y | +96.1% | +24.3% | +71.8% | +89.7% |
| All | +154.3% | +203.4% | -49.1% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling