-12.1%
DOW vs PSX
+253.4%
-265.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.4% |
| 30D | -3.9% | +15.6% | -19.6% | -11.6% |
| 3M | -12.7% | +46.5% | -59.1% | -30.0% |
| 6M | -13.7% | +55.0% | -68.7% | -32.8% |
| YTD | +28.4% | +105.3% | -76.9% | -14.6% |
| 1Y | +21.8% | +101.6% | -79.8% | -18.2% |
| 3Y | -35.7% | +134.1% | -169.8% | -60.9% |
| 5Y | -36.8% | +368.7% | -405.5% | -75.3% |
| All | -12.1% | +253.4% | -265.5% | -59.9% |
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