+277.8%
PSX vs S
-67.4%
+345.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -13.1% | -13.4% | +0.3% | -12.5% |
| 30D | -9.5% | -14.0% | +4.5% | -9.0% |
| 3M | +20.2% | +4.9% | +15.3% | +19.5% |
| 6M | +44.9% | +42.0% | +2.9% | +41.6% |
| YTD | +94.4% | +45.1% | +49.3% | +89.4% |
| 1Y | +83.1% | +33.1% | +50.0% | +79.0% |
| 3Y | +132.2% | +40.6% | +91.5% | +124.8% |
| All | +277.8% | -67.4% | +345.2% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling