+51.9%
DOW vs PSX
+97.5%
-45.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -0.4% |
| 7D | -4.2% | -5.2% | +1.0% | -1.0% |
| 30D | +14.7% | -3.7% | +18.4% | +16.5% |
| 3M | +9.1% | +26.8% | -17.7% | -9.4% |
| 6M | -17.7% | +47.3% | -65.0% | -39.1% |
| YTD | +44.6% | +105.4% | -60.8% | -15.6% |
| 1Y | +51.9% | +96.9% | -45.0% | -9.0% |
| All | +51.9% | +97.5% | -45.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling