+26.2%
B vs PSX
+1,093.9%
-1,067.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 6M | -1.7% | +44.9% | -46.6% | -6.0% |
| YTD | -5.3% | +94.4% | -99.7% | -12.9% |
| 1Y | +27.2% | +83.1% | -55.9% | +17.8% |
| 3Y | +166.1% | +132.2% | +34.0% | +137.5% |
| 5Y | +136.5% | +278.8% | -142.3% | +98.4% |
| 10Y | +172.2% | +354.2% | -181.9% | +111.7% |
| All | +26.2% | +1,093.9% | -1,067.7% | -17.8% |
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