-34.9%
DOW vs PSX
+134.3%
-169.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | -6.0% | +1.8% | -7.8% | -7.1% |
| 30D | -2.7% | +21.6% | -24.4% | -14.8% |
| 3M | -10.5% | +46.5% | -56.9% | -31.0% |
| 6M | -12.4% | +62.0% | -74.4% | -36.9% |
| YTD | +30.0% | +106.3% | -76.3% | -19.9% |
| 1Y | +27.8% | +103.0% | -75.2% | -20.5% |
| All | -34.9% | +134.3% | -169.1% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling