+2,214.2%
TER vs PSX
+1,139.4%
+1,074.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | +4.5% | -3.9% | -0.9% |
| 30D | -8.3% | +26.6% | -34.9% | -15.6% |
| 3M | -12.2% | +39.3% | -51.5% | -22.2% |
| 6M | +17.1% | +56.8% | -39.7% | -2.0% |
| YTD | +84.7% | +101.8% | -17.1% | +40.7% |
| 1Y | +199.9% | +99.6% | +100.3% | +129.1% |
| 3Y | +232.8% | +140.3% | +92.4% | +133.0% |
| 5Y | +198.6% | +339.3% | -140.8% | +61.7% |
| 10Y | +1,669.7% | +369.9% | +1,299.9% | +759.9% |
| All | +2,214.2% | +1,139.4% | +1,074.8% | +732.2% |
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