+362.6%
PSX vs TRI
-10.0%
+372.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.7% | -7.9% | +9.6% | +2.4% |
| 30D | +15.6% | -4.5% | +20.1% | +15.9% |
| 3M | +46.5% | +22.1% | +24.4% | +42.6% |
| 6M | +55.0% | -2.8% | +57.8% | +53.5% |
| YTD | +105.3% | -23.4% | +128.7% | +109.2% |
| 1Y | +101.6% | -41.5% | +143.1% | +112.8% |
| 3Y | +134.1% | -19.2% | +153.3% | +137.0% |
| All | +362.6% | -10.0% | +372.6% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling