+329.8%
PSX vs PR
+147.8%
+182.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.9% | 0.0% | -3.8% |
| 7D | -9.7% | -16.5% | +6.8% | -6.0% |
| 30D | -8.4% | -4.5% | -3.9% | -7.4% |
| 3M | +22.6% | +8.5% | +14.1% | +20.4% |
| 6M | +38.8% | -3.3% | +42.1% | +39.6% |
| YTD | +95.5% | +55.7% | +39.7% | +77.0% |
| 1Y | +87.1% | +82.0% | +5.1% | +63.7% |
| 3Y | +133.5% | +62.5% | +71.1% | +108.2% |
| 5Y | +280.9% | +223.9% | +57.0% | +187.6% |
| 10Y | +356.6% | +64.2% | +292.4% | +203.6% |
| All | +329.8% | +147.8% | +182.0% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling