+58.3%
DIA vs PSX
+134.3%
-75.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -1.2% | +1.8% | -3.1% | -1.5% |
| 30D | -2.7% | +21.6% | -24.3% | -5.8% |
| 3M | +3.3% | +46.5% | -43.2% | -3.3% |
| 6M | +10.4% | +62.0% | -51.6% | +0.8% |
| YTD | +10.0% | +106.3% | -96.3% | -5.3% |
| 1Y | +16.2% | +103.0% | -86.8% | 0.0% |
| All | +58.3% | +134.3% | -75.9% | +26.6% |
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