+60.1%
DIA vs PSX
+151.6%
-91.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | -1.6% | -0.4% | -1.3% | -1.6% |
| 30D | +1.3% | -8.1% | +9.4% | +2.3% |
| 3M | -2.1% | +15.9% | -18.0% | -4.7% |
| 6M | +6.2% | +49.4% | -43.1% | -1.3% |
| YTD | +10.3% | +104.7% | -94.3% | -5.3% |
| 1Y | +11.0% | +89.1% | -78.1% | -3.0% |
| All | +60.1% | +151.6% | -91.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling