+254.7%
PSX vs S
-49.1%
+303.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -7.8% | +1.4% | -9.2% | -7.9% |
| 30D | -9.9% | -10.8% | +0.9% | -9.5% |
| 3M | +16.9% | +5.4% | +11.5% | +16.4% |
| 6M | +48.0% | +41.2% | +6.7% | +45.0% |
| YTD | +98.3% | +56.2% | +42.1% | +93.1% |
| 1Y | +86.2% | +36.3% | +49.9% | +82.3% |
| 3Y | +144.0% | +49.4% | +94.6% | +136.5% |
| 5Y | +287.7% | -66.9% | +354.6% | +280.7% |
| All | +254.7% | -49.1% | +303.8% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling