+453.0%
DIA vs PSX
+1,139.4%
-686.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +4.5% | -4.7% | -1.4% |
| 30D | -1.5% | +26.6% | -28.1% | -7.7% |
| 3M | +3.8% | +39.3% | -35.5% | -5.5% |
| 6M | +10.3% | +56.8% | -46.5% | -3.4% |
| YTD | +12.1% | +101.8% | -89.7% | -8.8% |
| 1Y | +18.6% | +99.6% | -81.0% | -3.5% |
| 3Y | +60.6% | +140.3% | -79.7% | +21.1% |
| 5Y | +64.4% | +339.3% | -274.9% | 0.0% |
| 10Y | +250.1% | +369.9% | -119.8% | +93.0% |
| All | +453.0% | +1,139.4% | -686.5% | +156.7% |
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 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