+96.1%
PSX vs PR
+76.2%
+19.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.6% |
| 7D | +6.4% | +6.7% | -0.3% | +2.9% |
| 30D | -10.2% | -6.1% | -4.0% | -7.3% |
| 3M | +17.2% | +6.9% | +10.3% | +12.9% |
| 6M | +51.8% | +14.6% | +37.2% | +40.6% |
| YTD | +108.0% | +66.1% | +41.9% | +61.3% |
| 1Y | +96.1% | +77.0% | +19.1% | +47.5% |
| All | +96.1% | +76.2% | +19.9% | +47.5% |
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