+104.9%
PSX vs S
+4.5%
+100.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.6% |
| 7D | +2.8% | -5.8% | +8.6% | +2.9% |
| 30D | +27.8% | -9.2% | +37.0% | +27.9% |
| 3M | +42.0% | +23.4% | +18.7% | +41.7% |
| 6M | +58.1% | +36.9% | +21.2% | +58.5% |
| YTD | +105.0% | +29.5% | +75.5% | +104.5% |
| 1Y | +104.9% | +5.4% | +99.5% | +101.5% |
| All | +104.9% | +4.5% | +100.4% | +101.5% |
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