+138.0%
B vs PSX
+274.8%
-136.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +9.6% | -13.1% | +22.7% | +11.0% |
| 30D | +3.5% | -9.5% | +13.1% | +4.3% |
| 3M | -1.6% | +20.2% | -21.8% | -4.3% |
| 6M | -1.7% | +44.9% | -46.6% | -7.0% |
| YTD | -5.3% | +94.4% | -99.7% | -15.3% |
| 1Y | +27.2% | +83.1% | -55.9% | +14.9% |
| 3Y | +166.1% | +132.2% | +34.0% | +126.4% |
| All | +138.0% | +274.8% | -136.9% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling