+383.9%
C vs PSX
+1,129.4%
-745.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.0% |
| 7D | -0.9% | -8.0% | +7.1% | +3.1% |
| 30D | -5.4% | -9.0% | +3.6% | -1.6% |
| 3M | -9.2% | +24.7% | -33.9% | -19.7% |
| 6M | -1.8% | +49.3% | -51.2% | -21.6% |
| YTD | +6.7% | +100.2% | -93.5% | -28.3% |
| 1Y | +23.5% | +88.8% | -65.3% | -14.7% |
| 3Y | +219.8% | +152.5% | +67.3% | +83.2% |
| 5Y | +112.4% | +283.2% | -170.8% | -8.4% |
| 10Y | +220.1% | +345.8% | -125.7% | +16.1% |
| All | +383.9% | +1,129.4% | -745.5% | +22.2% |
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