+95.5%
PSX vs S
+30.9%
+64.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +7.8% | +2.0% | +5.8% | +7.7% |
| 30D | -10.9% | -2.7% | -8.2% | -10.8% |
| 3M | +14.5% | -6.9% | +21.4% | +14.9% |
| 6M | +56.1% | +38.1% | +18.1% | +54.6% |
| YTD | +109.6% | +48.0% | +61.6% | +106.9% |
| 1Y | +95.5% | +34.5% | +61.1% | +94.9% |
| All | +95.5% | +30.9% | +64.6% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling