+305.9%
PSX vs PL
+46.6%
+259.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.5% | -11.5% | +2.3% |
| 7D | -8.0% | +10.9% | -18.9% | -8.5% |
| 30D | -9.0% | -16.4% | +7.3% | -8.5% |
| 3M | +24.7% | -39.9% | +64.7% | +27.2% |
| 6M | +49.3% | -63.2% | +112.5% | +54.9% |
| YTD | +100.2% | -27.1% | +127.3% | +97.7% |
| 1Y | +88.8% | +12.2% | +76.7% | +80.7% |
| 3Y | +152.5% | +584.3% | -431.8% | +103.7% |
| 5Y | +283.2% | +37.0% | +246.2% | +221.6% |
| All | +305.9% | +46.6% | +259.3% | +239.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling