+0.1%
DOW vs PSX
+260.8%
-260.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | +5.2% | +7.8% | -2.6% | +0.8% |
| 30D | +13.2% | -10.9% | +24.1% | +20.2% |
| 3M | +10.1% | +14.5% | -4.4% | +1.2% |
| 6M | -13.1% | +56.1% | -69.2% | -33.2% |
| YTD | +46.1% | +109.6% | -63.5% | -4.5% |
| 1Y | +50.0% | +95.5% | -45.5% | +1.8% |
| 3Y | -20.2% | +156.2% | -176.4% | -54.0% |
| 5Y | -27.7% | +310.0% | -337.7% | -69.5% |
| All | +0.1% | +260.8% | -260.7% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling