+234.1%
TER vs PSX
+104.4%
+129.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.2% |
| 7D | +12.4% | +1.8% | +10.5% | +12.5% |
| 30D | +5.1% | +21.6% | -16.5% | +6.9% |
| 3M | +4.0% | +46.5% | -42.5% | +8.7% |
| 6M | +29.5% | +62.0% | -32.5% | +32.1% |
| YTD | +98.5% | +106.3% | -7.9% | +78.8% |
| 1Y | +234.1% | +103.0% | +131.1% | +195.5% |
| All | +234.1% | +104.4% | +129.7% | +195.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling