+192.8%
TER vs PSX
+149.8%
+43.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.8% | +11.9% |
| 7D | -5.8% | -8.0% | +2.3% | -3.4% |
| 30D | -38.9% | -9.0% | -29.9% | -37.4% |
| 3M | -35.1% | +24.7% | -59.9% | -39.3% |
| 6M | -31.6% | +49.3% | -80.9% | -39.7% |
| YTD | +27.2% | +100.2% | -72.9% | -3.7% |
| 1Y | +35.2% | +88.8% | -53.6% | +4.8% |
| 3Y | +192.8% | +152.5% | +40.3% | +86.6% |
| All | +192.8% | +149.8% | +43.0% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling