+86.2%
PSX vs PR
+67.7%
+18.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -7.8% | -9.5% | +1.7% | -3.0% |
| 30D | -9.9% | -5.7% | -4.2% | -7.1% |
| 3M | +16.9% | +3.0% | +14.0% | +14.7% |
| 6M | +48.0% | +11.8% | +36.2% | +38.6% |
| YTD | +98.3% | +58.5% | +39.9% | +56.5% |
| 1Y | +86.2% | +69.9% | +16.3% | +40.0% |
| All | +86.2% | +67.7% | +18.4% | +40.0% |
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