+1,067.6%
PSX vs TPR
+169.7%
+897.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -13.1% | +14.2% | -27.3% | -16.5% |
| 30D | -9.5% | +17.1% | -26.6% | -13.8% |
| 3M | +20.2% | -17.7% | +37.9% | +25.3% |
| 6M | +44.9% | -10.2% | +55.1% | +46.0% |
| YTD | +94.4% | +4.9% | +89.5% | +84.7% |
| 1Y | +83.1% | +36.1% | +46.9% | +60.2% |
| 3Y | +132.2% | +416.5% | -284.3% | +28.4% |
| 5Y | +278.8% | +254.8% | +24.1% | +124.8% |
| 10Y | +354.2% | +391.7% | -37.6% | +107.3% |
| All | +1,067.6% | +169.7% | +897.8% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling