-32.6%
TER vs PSX
+22.3%
-54.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.8% | +11.5% |
| 7D | -5.8% | -8.0% | +2.3% | -4.8% |
| 30D | -38.9% | -9.0% | -29.9% | -38.2% |
| All | -32.6% | +22.3% | -54.9% | -37.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling