+345.3%
PSX vs P
+469.1%
-123.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.1% |
| 7D | -13.1% | -23.8% | +10.7% | -9.7% |
| 30D | -9.5% | -36.6% | +27.1% | -3.7% |
| 3M | +20.2% | +10.9% | +9.3% | +16.7% |
| 6M | +44.9% | +30.0% | +14.9% | +35.3% |
| YTD | +94.4% | +44.4% | +50.0% | +76.7% |
| 1Y | +83.1% | +3.9% | +79.1% | +73.6% |
| 3Y | +132.2% | +176.6% | -44.4% | +72.7% |
| 5Y | +278.8% | +249.3% | +29.6% | +158.8% |
| 10Y | +354.2% | +726.9% | -372.8% | +154.9% |
| All | +345.3% | +469.1% | -123.8% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling