+277.8%
PSX vs RF
+42.5%
+235.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -13.1% | -0.9% | -12.2% | -12.8% |
| 30D | -9.5% | +6.0% | -15.6% | -11.8% |
| 3M | +20.2% | -8.9% | +29.1% | +24.7% |
| 6M | +44.9% | +2.3% | +42.6% | +42.2% |
| YTD | +94.4% | +7.6% | +86.9% | +85.4% |
| 1Y | +83.1% | +21.2% | +61.9% | +65.0% |
| 3Y | +132.2% | +108.5% | +23.6% | +65.2% |
| All | +277.8% | +42.5% | +235.3% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling