+96.9%
PSX vs RF
+25.4%
+71.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.5% |
| 7D | -5.2% | +2.3% | -7.4% | -5.2% |
| 30D | -3.7% | +7.2% | -11.0% | -4.0% |
| 3M | +26.8% | -8.2% | +35.0% | +27.2% |
| 6M | +47.3% | +7.0% | +40.3% | +45.9% |
| YTD | +105.4% | +10.3% | +95.1% | +101.2% |
| 1Y | +96.9% | +25.1% | +71.9% | +84.3% |
| All | +96.9% | +25.4% | +71.5% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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