+130.7%
C vs PSX
+342.7%
-212.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +4.5% | -0.9% | +2.1% |
| 30D | +0.1% | +26.6% | -26.5% | -7.8% |
| 3M | +2.4% | +39.3% | -36.8% | -9.1% |
| 6M | +24.9% | +56.8% | -31.9% | +4.9% |
| YTD | +19.8% | +101.8% | -82.0% | -9.5% |
| 1Y | +44.9% | +99.6% | -54.7% | +9.3% |
| 3Y | +263.0% | +140.3% | +122.6% | +148.1% |
| All | +130.7% | +342.7% | -212.0% | +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 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