+219.1%
TER vs PSX
+349.1%
-130.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +11.0% | +2.8% | +8.1% | +10.2% |
| 30D | -1.9% | +27.8% | -29.6% | -8.1% |
| 3M | -0.7% | +42.0% | -42.7% | -9.8% |
| 6M | +36.4% | +58.1% | -21.7% | +18.3% |
| YTD | +92.4% | +105.0% | -12.6% | +52.6% |
| 1Y | +213.5% | +104.9% | +108.6% | +148.3% |
| 3Y | +277.2% | +134.1% | +143.2% | +179.3% |
| 5Y | +219.1% | +363.8% | -144.7% | +101.4% |
| All | +219.1% | +349.1% | -130.0% | +101.4% |
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