+362.3%
PSX vs P
+485.4%
-123.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +4.5% | +6.5% | -2.0% | +3.5% |
| 30D | +26.6% | +18.8% | +7.8% | +22.9% |
| 3M | +39.3% | +26.7% | +12.5% | +32.9% |
| 6M | +56.8% | +62.2% | -5.4% | +42.5% |
| YTD | +101.8% | +48.5% | +53.3% | +84.6% |
| 1Y | +99.6% | +26.4% | +73.2% | +84.5% |
| 3Y | +140.3% | +159.4% | -19.1% | +83.0% |
| 5Y | +339.3% | +275.8% | +63.5% | +199.0% |
| 10Y | +369.9% | +732.0% | -362.2% | +165.7% |
| All | +362.3% | +485.4% | -123.1% | +163.2% |
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