+443.4%
C vs PSX
+1,139.4%
-696.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.6% | +4.5% | -0.9% | +1.3% |
| 30D | +0.1% | +26.6% | -26.5% | -11.3% |
| 3M | +2.4% | +39.3% | -36.8% | -14.1% |
| 6M | +24.9% | +56.8% | -31.9% | -2.9% |
| YTD | +19.8% | +101.8% | -82.0% | -18.9% |
| 1Y | +44.9% | +99.6% | -54.7% | -2.1% |
| 3Y | +263.0% | +140.3% | +122.6% | +115.3% |
| 5Y | +129.5% | +339.3% | -209.8% | -7.9% |
| 10Y | +291.6% | +369.9% | -78.3% | +40.3% |
| All | +443.4% | +1,139.4% | -696.0% | +38.2% |
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 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