+302.5%
PSX vs PR
+273.3%
+29.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.2% |
| 7D | +7.8% | +6.0% | +1.8% | +5.1% |
| 30D | -10.9% | -4.2% | -6.7% | -9.3% |
| 3M | +14.5% | +10.0% | +4.5% | +9.6% |
| 6M | +56.1% | +15.6% | +40.5% | +45.9% |
| YTD | +109.6% | +68.2% | +41.4% | +66.9% |
| 1Y | +95.5% | +79.2% | +16.3% | +51.6% |
| 3Y | +156.2% | +94.9% | +61.3% | +88.2% |
| All | +302.5% | +273.3% | +29.2% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling