+96.9%
PSX vs PL
-0.6%
+97.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.4% | +1.8% | -4.7% |
| 7D | -5.2% | -11.7% | +6.6% | -5.5% |
| 30D | -3.7% | -27.1% | +23.4% | -4.4% |
| 3M | +26.8% | -44.6% | +71.4% | +25.2% |
| 6M | +47.3% | -67.2% | +114.5% | +44.3% |
| YTD | +105.4% | -35.9% | +141.3% | +104.0% |
| 1Y | +96.9% | -0.4% | +97.3% | +98.5% |
| All | +96.9% | -0.6% | +97.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling