+208.5%
B vs PSX
+374.2%
-165.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.6% |
| 7D | +2.3% | +2.8% | -0.5% | +2.1% |
| 30D | +1.4% | +27.8% | -26.4% | -0.5% |
| 3M | +12.2% | +42.0% | -29.8% | +9.2% |
| 6M | -2.1% | +58.1% | -60.2% | -5.8% |
| YTD | +2.9% | +105.0% | -102.1% | -3.3% |
| 1Y | +55.3% | +104.9% | -49.6% | +45.9% |
| 3Y | +198.7% | +134.1% | +64.6% | +175.7% |
| 5Y | +153.8% | +363.8% | -210.1% | +124.4% |
| All | +208.5% | +374.2% | -165.7% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling