+286.0%
PSX vs USFR
+21.4%
+264.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -9.9% | +0.4% | -10.3% | -10.3% |
| 3M | +16.9% | +1.1% | +15.9% | +15.5% |
| 6M | +48.0% | +2.1% | +45.9% | +44.4% |
| YTD | +98.3% | +3.4% | +94.9% | +91.8% |
| 1Y | +86.2% | +4.1% | +82.1% | +79.2% |
| 3Y | +144.0% | +14.4% | +129.6% | +128.4% |
| All | +286.0% | +21.4% | +264.6% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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