+368.4%
PSX vs PR
+109.1%
+259.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +4.5% | +2.9% | +1.6% | +3.9% |
| 30D | +26.6% | +18.0% | +8.6% | +21.9% |
| 3M | +39.3% | +16.9% | +22.4% | +34.3% |
| 6M | +56.8% | +28.2% | +28.6% | +48.1% |
| YTD | +101.8% | +69.3% | +32.5% | +79.2% |
| 1Y | +99.6% | +69.5% | +30.1% | +76.9% |
| 3Y | +140.3% | +81.7% | +58.7% | +108.6% |
| 5Y | +339.3% | +422.2% | -82.9% | +202.9% |
| All | +368.4% | +109.1% | +259.4% | +207.2% |
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