+105.9%
C vs PSX
+274.8%
-168.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.4% | -13.1% | +10.7% | +1.9% |
| 30D | -6.0% | -9.5% | +3.6% | -3.5% |
| 3M | -10.5% | +20.2% | -30.7% | -16.8% |
| 6M | -5.7% | +44.9% | -50.6% | -18.5% |
| YTD | +4.1% | +94.4% | -90.3% | -21.0% |
| 1Y | +20.5% | +83.1% | -62.6% | -6.6% |
| 3Y | +208.1% | +132.2% | +76.0% | +111.4% |
| All | +105.9% | +274.8% | -168.9% | +13.3% |
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