+346.6%
PSX vs PR
+66.0%
+280.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -1.0% |
| 7D | -13.1% | -16.4% | +3.3% | -9.5% |
| 30D | -9.5% | -1.9% | -7.6% | -9.1% |
| 3M | +20.2% | +8.0% | +12.2% | +18.1% |
| 6M | +44.9% | +4.1% | +40.8% | +43.3% |
| YTD | +94.4% | +58.7% | +35.7% | +75.1% |
| 1Y | +83.1% | +75.8% | +7.2% | +61.2% |
| 3Y | +132.2% | +73.2% | +59.0% | +104.1% |
| 5Y | +278.8% | +230.1% | +48.7% | +184.0% |
| All | +346.6% | +66.0% | +280.5% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling