+30.3%
AGG vs PSX
+1,167.1%
-1,136.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.2% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -0.2% | +21.6% | -21.9% | -0.2% |
| 3M | -0.7% | +46.5% | -47.2% | -0.6% |
| 6M | -1.8% | +62.0% | -63.8% | -1.6% |
| YTD | -0.6% | +106.3% | -106.9% | -0.4% |
| 1Y | +0.4% | +103.0% | -102.6% | +0.5% |
| 3Y | +13.2% | +135.5% | -122.4% | +13.4% |
| 5Y | -2.0% | +368.5% | -370.5% | -1.8% |
| 10Y | +15.1% | +386.6% | -371.5% | +14.4% |
| All | +30.3% | +1,167.1% | -1,136.8% | +30.7% |
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