+1,131.3%
PSX vs RF
+656.3%
+475.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.2% |
| 7D | +2.8% | +2.7% | +0.2% | +1.4% |
| 30D | +27.8% | -3.4% | +31.1% | +29.9% |
| 3M | +42.0% | +6.4% | +35.7% | +37.0% |
| 6M | +58.1% | +13.4% | +44.7% | +46.2% |
| YTD | +105.0% | +14.2% | +90.8% | +88.4% |
| 1Y | +104.9% | +15.7% | +89.2% | +86.2% |
| 3Y | +134.1% | +91.3% | +42.7% | +59.9% |
| 5Y | +363.8% | +89.8% | +274.1% | +205.2% |
| 10Y | +370.1% | +336.7% | +33.4% | +94.3% |
| All | +1,131.3% | +656.3% | +475.0% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling