+208.8%
C vs PSX
+342.3%
-133.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -0.4% | -7.8% | +7.5% | +3.7% |
| 30D | -5.2% | -9.9% | +4.7% | -0.8% |
| 3M | -9.1% | +16.9% | -26.0% | -17.3% |
| 6M | -1.6% | +48.0% | -49.6% | -21.9% |
| YTD | +6.9% | +98.3% | -91.4% | -29.2% |
| 1Y | +23.0% | +86.2% | -63.2% | -16.1% |
| 3Y | +216.1% | +144.0% | +72.2% | +78.3% |
| 5Y | +112.2% | +287.7% | -175.5% | -15.1% |
| 10Y | +208.8% | +338.3% | -129.5% | -3.2% |
| All | +208.8% | +342.3% | -133.5% | -3.2% |
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 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