+137.1%
PSX vs S
+16.9%
+120.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.5% | -7.7% | +12.2% | +5.1% |
| 30D | +26.6% | -5.3% | +31.9% | +26.9% |
| 3M | +39.3% | +20.3% | +19.0% | +36.7% |
| 6M | +56.8% | +47.4% | +9.4% | +51.0% |
| YTD | +101.8% | +32.5% | +69.3% | +95.7% |
| 1Y | +99.6% | +9.5% | +90.1% | +96.6% |
| All | +137.1% | +16.9% | +120.2% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling