+286.5%
C vs PSX
+371.8%
-85.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | +3.2% | +2.8% | +0.3% | +1.7% |
| 30D | +1.3% | +27.8% | -26.5% | -11.1% |
| 3M | +3.1% | +42.0% | -38.9% | -15.1% |
| 6M | +29.6% | +58.1% | -28.5% | -0.9% |
| YTD | +19.0% | +105.0% | -86.1% | -21.8% |
| 1Y | +45.6% | +104.9% | -59.3% | -4.9% |
| 3Y | +269.3% | +134.1% | +135.2% | +115.5% |
| 5Y | +131.6% | +363.8% | -232.3% | -17.0% |
| 10Y | +286.5% | +370.1% | -83.6% | +16.8% |
| All | +286.5% | +371.8% | -85.2% | +16.8% |
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 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