+95.5%
PSX vs PL
+12.6%
+83.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.7% |
| 7D | +7.8% | +10.0% | -2.2% | +8.0% |
| 30D | -10.9% | -2.3% | -8.6% | -11.0% |
| 3M | +14.5% | -44.2% | +58.7% | +13.2% |
| 6M | +56.1% | -66.1% | +122.2% | +53.3% |
| YTD | +109.6% | -30.0% | +139.6% | +107.2% |
| 1Y | +95.5% | +21.0% | +74.5% | +94.6% |
| All | +95.5% | +12.6% | +83.0% | +94.6% |
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