+89.1%
PSX vs PR
+73.4%
+15.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -8.1% | -4.6% | -3.5% | -5.8% |
| 3M | +15.9% | +4.7% | +11.2% | +12.8% |
| 6M | +49.4% | +12.4% | +36.9% | +39.6% |
| YTD | +104.7% | +62.9% | +41.8% | +59.5% |
| 1Y | +89.1% | +70.6% | +18.5% | +42.1% |
| All | +89.1% | +73.4% | +15.7% | +42.1% |
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