+39.3%
B vs PSX
+1,139.4%
-1,100.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | +9.4% | +26.6% | -17.2% | +6.7% |
| 3M | +5.0% | +39.3% | -34.3% | +1.2% |
| 6M | -3.5% | +56.8% | -60.4% | -8.6% |
| YTD | +4.5% | +101.8% | -97.4% | -4.0% |
| 1Y | +67.8% | +99.6% | -31.8% | +54.2% |
| 3Y | +196.7% | +140.3% | +56.4% | +164.4% |
| 5Y | +151.9% | +339.3% | -187.4% | +108.8% |
| 10Y | +202.2% | +369.9% | -167.7% | +135.0% |
| All | +39.3% | +1,139.4% | -1,100.2% | -9.4% |
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 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