+258.0%
PSX vs S
-48.9%
+306.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.0% | -5.1% | +2.6% |
| 7D | -8.0% | +1.6% | -9.6% | -8.1% |
| 30D | -9.0% | -10.5% | +1.4% | -8.7% |
| 3M | +24.7% | +9.9% | +14.8% | +23.9% |
| 6M | +49.3% | +41.8% | +7.6% | +46.4% |
| YTD | +100.2% | +56.8% | +43.4% | +94.9% |
| 1Y | +88.8% | +39.0% | +49.8% | +84.8% |
| 3Y | +152.5% | +53.8% | +98.7% | +144.6% |
| 5Y | +283.2% | -68.6% | +351.8% | +276.3% |
| All | +258.0% | -48.9% | +306.9% | +252.3% |
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