+156.2%
PSX vs TRI
-10.1%
+166.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +7.8% | -2.9% | +10.7% | +8.0% |
| 30D | -10.9% | +3.7% | -14.6% | -11.2% |
| 3M | +14.5% | +3.7% | +10.8% | +13.9% |
| 6M | +56.1% | +35.1% | +21.0% | +50.0% |
| YTD | +109.6% | -14.0% | +123.6% | +112.4% |
| 1Y | +95.5% | -19.0% | +114.5% | +100.1% |
| 3Y | +156.2% | -12.0% | +168.2% | +169.8% |
| All | +156.2% | -10.1% | +166.3% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling