+279.8%
PSX vs RF
+43.0%
+236.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.0% |
| 7D | -9.7% | -1.6% | -8.1% | -9.1% |
| 30D | -8.4% | +5.0% | -13.5% | -10.4% |
| 3M | +22.6% | -10.0% | +32.6% | +27.8% |
| 6M | +38.8% | +3.3% | +35.4% | +35.6% |
| YTD | +95.5% | +7.9% | +87.5% | +86.1% |
| 1Y | +87.1% | +21.2% | +65.9% | +68.6% |
| 3Y | +133.5% | +105.8% | +27.7% | +67.1% |
| All | +279.8% | +43.0% | +236.8% | +209.1% |
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