+89.1%
PSX vs RF
+18.8%
+70.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | -1.3% | +1.0% | -0.3% |
| 30D | -8.1% | +4.6% | -12.7% | -8.2% |
| 3M | +15.9% | -8.4% | +24.4% | +16.3% |
| 6M | +49.4% | +8.9% | +40.5% | +47.5% |
| YTD | +104.7% | +8.8% | +95.9% | +99.8% |
| 1Y | +89.1% | +18.9% | +70.2% | +76.0% |
| All | +89.1% | +18.8% | +70.3% | +76.0% |
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