+56.8%
SAP vs PSX
+349.1%
-292.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | +2.6% | +27.8% | -25.2% | -0.4% |
| 3M | +16.3% | +42.0% | -25.8% | +11.3% |
| 6M | +6.4% | +58.1% | -51.7% | +0.3% |
| YTD | -11.4% | +105.0% | -116.4% | -19.5% |
| 1Y | -20.4% | +104.9% | -125.3% | -27.8% |
| 3Y | +56.5% | +134.1% | -77.5% | +36.4% |
| 5Y | +56.8% | +363.8% | -307.0% | +20.4% |
| All | +56.8% | +349.1% | -292.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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