+87.9%
PSX vs PL
+8.6%
+79.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.5% | -11.5% | +3.2% |
| 7D | -8.0% | +10.9% | -18.9% | -7.8% |
| 30D | -9.0% | -16.4% | +7.3% | -9.5% |
| 3M | +24.7% | -39.9% | +64.7% | +23.4% |
| 6M | +49.3% | -63.2% | +112.5% | +46.6% |
| YTD | +100.2% | -27.1% | +127.3% | +98.8% |
| All | +87.9% | +8.6% | +79.3% | +88.2% |
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