+72.4%
TER vs PSX
+289.8%
-217.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.8% | +11.9% |
| 7D | -5.8% | -8.0% | +2.3% | -3.3% |
| 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% | -39.6% |
| YTD | +27.2% | +100.2% | -72.9% | -0.3% |
| 1Y | +35.2% | +88.8% | -53.6% | +7.9% |
| 3Y | +192.8% | +152.5% | +40.3% | +106.8% |
| 5Y | +72.4% | +283.2% | -210.8% | +8.5% |
| All | +72.4% | +289.8% | -217.4% | +8.5% |
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 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