+38.8%
PSX vs PL
-71.0%
+109.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -10.1% | +5.3% | -5.1% |
| 7D | -9.7% | -20.5% | +10.8% | -10.4% |
| 30D | -8.4% | -38.8% | +30.3% | -9.5% |
| 3M | +22.6% | -49.1% | +71.7% | +20.7% |
| 6M | +38.8% | -69.4% | +108.2% | +36.3% |
| All | +38.8% | -71.0% | +109.8% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling