+347.7%
PSX vs P
+449.6%
-102.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -16.4% | +11.6% | -2.4% |
| 7D | -9.7% | -31.9% | +22.2% | -4.6% |
| 30D | -8.4% | -36.5% | +28.1% | -2.5% |
| 3M | +22.6% | +11.6% | +11.0% | +18.9% |
| 6M | +38.8% | +25.2% | +13.6% | +30.4% |
| YTD | +95.5% | +39.4% | +56.0% | +78.6% |
| 1Y | +87.1% | -3.7% | +90.8% | +79.7% |
| 3Y | +133.5% | +167.3% | -33.8% | +74.6% |
| 5Y | +280.9% | +237.3% | +43.6% | +161.6% |
| 10Y | +356.6% | +698.6% | -342.0% | +157.7% |
| All | +347.7% | +449.6% | -102.0% | +154.6% |
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