+1,490.7%
TER vs PSX
+1,118.1%
+372.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -8.9% | -7.8% | -1.1% | -6.0% |
| 30D | -39.1% | -9.9% | -29.2% | -36.9% |
| 3M | -32.8% | +16.9% | -49.7% | -36.5% |
| 6M | -31.7% | +48.0% | -79.7% | -41.1% |
| YTD | +26.9% | +98.3% | -71.4% | -2.9% |
| 1Y | +33.6% | +86.2% | -52.6% | +4.3% |
| 3Y | +181.5% | +144.0% | +37.5% | +96.0% |
| 5Y | +76.1% | +287.7% | -211.6% | +0.4% |
| 10Y | +1,006.2% | +338.3% | +667.9% | +450.3% |
| All | +1,490.7% | +1,118.1% | +372.6% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling