+1,802.9%
TER vs PSX
+384.6%
+1,418.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | +9.4% | +1.5% | +7.9% | +8.9% |
| 30D | -2.4% | +15.8% | -18.3% | -7.1% |
| 3M | +6.5% | +43.0% | -36.5% | -6.0% |
| 6M | +23.2% | +61.1% | -37.9% | +2.7% |
| YTD | +91.5% | +104.5% | -13.0% | +46.1% |
| 1Y | +214.8% | +102.5% | +112.3% | +140.7% |
| 3Y | +275.3% | +133.5% | +141.9% | +167.1% |
| 5Y | +211.9% | +367.0% | -155.0% | +66.8% |
| All | +1,802.9% | +384.6% | +1,418.3% | +873.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling