+86.2%
PSX vs TPR
+31.0%
+55.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | -7.8% | +12.1% | -19.9% | -6.1% |
| 30D | -9.9% | +16.7% | -26.6% | -7.6% |
| 3M | +16.9% | -17.4% | +34.3% | +14.4% |
| 6M | +48.0% | +2.3% | +45.7% | +48.9% |
| YTD | +98.3% | +7.1% | +91.2% | +99.5% |
| 1Y | +86.2% | +29.5% | +56.7% | +85.1% |
| All | +86.2% | +31.0% | +55.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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