+133.4%
PSX vs PL
+403.1%
-269.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -10.1% | +5.3% | -4.5% |
| 7D | -9.7% | -20.5% | +10.8% | -9.0% |
| 30D | -8.4% | -38.8% | +30.3% | -6.8% |
| 3M | +22.6% | -49.1% | +71.7% | +25.6% |
| 6M | +38.8% | -69.4% | +108.2% | +44.3% |
| YTD | +95.5% | -42.3% | +137.8% | +94.0% |
| 1Y | +87.1% | -14.2% | +101.3% | +79.9% |
| All | +133.4% | +403.1% | -269.7% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling