+247.7%
PSX vs S
-52.7%
+300.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -13.1% | -13.4% | +0.3% | -12.6% |
| 30D | -9.5% | -14.0% | +4.5% | -9.0% |
| 3M | +20.2% | +4.9% | +15.3% | +19.6% |
| 6M | +44.9% | +42.0% | +2.9% | +42.0% |
| YTD | +94.4% | +45.1% | +49.3% | +89.9% |
| 1Y | +83.1% | +33.1% | +50.0% | +79.4% |
| 3Y | +132.2% | +40.6% | +91.5% | +125.8% |
| 5Y | +278.8% | -67.5% | +346.3% | +273.5% |
| All | +247.7% | -52.7% | +300.3% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling