+96.9%
PSX vs PR
+87.5%
+9.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -1.3% |
| 7D | -5.2% | -12.1% | +6.9% | +1.0% |
| 30D | -3.7% | +0.9% | -4.6% | -4.0% |
| 3M | +26.8% | +10.1% | +16.6% | +20.4% |
| 6M | +47.3% | +1.1% | +46.2% | +45.8% |
| YTD | +105.4% | +63.7% | +41.8% | +63.7% |
| 1Y | +96.9% | +87.0% | +9.9% | +48.9% |
| All | +96.9% | +87.5% | +9.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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