+361.6%
PSX vs PR
+86.0%
+275.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | +7.8% | +6.0% | +1.8% | +6.4% |
| 30D | -10.9% | -4.2% | -6.7% | -10.0% |
| 3M | +14.5% | +10.0% | +4.5% | +12.0% |
| 6M | +56.1% | +15.6% | +40.5% | +50.9% |
| YTD | +109.6% | +68.2% | +41.4% | +86.3% |
| 1Y | +95.5% | +79.2% | +16.3% | +71.4% |
| 3Y | +156.2% | +94.9% | +61.3% | +119.5% |
| 5Y | +310.0% | +272.8% | +37.2% | +200.1% |
| All | +361.6% | +86.0% | +275.6% | +209.6% |
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