+21.8%
DOW vs PSX
+103.3%
-81.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.6% |
| 30D | -3.9% | +15.6% | -19.6% | -13.7% |
| 3M | -12.7% | +46.5% | -59.1% | -34.7% |
| 6M | -13.7% | +55.0% | -68.7% | -38.5% |
| YTD | +28.4% | +105.3% | -76.9% | -25.8% |
| 1Y | +21.8% | +101.6% | -79.8% | -30.1% |
| All | +21.8% | +103.3% | -81.5% | -30.1% |
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