+45.7%
PSX vs P
+25.1%
+20.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -16.4% | +11.6% | -3.9% |
| 7D | -9.7% | -31.9% | +22.2% | -8.5% |
| 30D | -8.4% | -36.5% | +28.1% | -7.1% |
| 3M | +22.6% | +11.6% | +11.0% | +22.8% |
| All | +45.7% | +25.1% | +20.6% | +46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling