+5.4%
B vs PSX
+97.2%
-91.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.5% |
| 7D | -7.3% | +7.8% | -15.1% | -6.0% |
| 30D | -3.3% | -10.9% | +7.6% | -5.2% |
| 3M | -7.8% | +14.5% | -22.2% | -5.6% |
| 6M | -15.5% | +56.1% | -71.7% | -10.3% |
| YTD | -12.3% | +109.6% | -121.8% | -14.4% |
| 1Y | +5.4% | +95.5% | -90.1% | +5.3% |
| All | +5.4% | +97.2% | -91.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling