+59.1%
DIA vs PSX
+300.2%
-241.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | 0.0% |
| 7D | -1.6% | -0.4% | -1.3% | -1.6% |
| 30D | +1.3% | -8.1% | +9.4% | +2.5% |
| 3M | -2.1% | +15.9% | -18.0% | -4.9% |
| 6M | +6.2% | +49.4% | -43.1% | -1.9% |
| YTD | +10.3% | +104.7% | -94.3% | -5.2% |
| 1Y | +11.0% | +89.1% | -78.1% | -3.1% |
| 3Y | +60.4% | +151.7% | -91.4% | +28.9% |
| 5Y | +59.1% | +298.3% | -239.2% | +14.7% |
| All | +59.1% | +300.2% | -241.1% | +14.7% |
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 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