+63.6%
DIA vs PSX
+370.3%
-306.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.9% |
| 7D | -1.2% | +1.8% | -3.1% | -1.6% |
| 30D | -2.7% | +21.6% | -24.3% | -6.0% |
| 3M | +3.3% | +46.5% | -43.2% | -3.8% |
| 6M | +10.4% | +62.0% | -51.6% | +0.4% |
| YTD | +10.0% | +106.3% | -96.3% | -5.2% |
| 1Y | +16.2% | +103.0% | -86.8% | +0.3% |
| 3Y | +58.7% | +135.5% | -76.8% | +30.1% |
| 5Y | +63.6% | +368.5% | -304.9% | +13.7% |
| All | +63.6% | +370.3% | -306.8% | +13.7% |
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