+345.0%
PSX vs PL
+82.7%
+262.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | +4.5% | -9.3% | +13.9% | +5.0% |
| 30D | +26.6% | -18.9% | +45.5% | +27.7% |
| 3M | +39.3% | -58.4% | +97.6% | +44.4% |
| 6M | +56.8% | -30.3% | +87.1% | +56.9% |
| YTD | +101.8% | -8.1% | +109.9% | +97.8% |
| 1Y | +99.6% | +180.5% | -80.9% | +79.4% |
| 3Y | +140.3% | +444.1% | -303.8% | +97.1% |
| All | +345.0% | +82.7% | +262.3% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling