-36.0%
DOW vs PSX
+361.6%
-397.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -6.0% | +1.8% | -7.8% | -6.9% |
| 30D | -2.7% | +21.6% | -24.4% | -12.6% |
| 3M | -10.5% | +46.5% | -56.9% | -27.3% |
| 6M | -12.4% | +62.0% | -74.4% | -32.5% |
| YTD | +30.0% | +106.3% | -76.3% | -11.4% |
| 1Y | +27.8% | +103.0% | -75.2% | -12.2% |
| 3Y | -34.9% | +135.5% | -170.5% | -59.0% |
| All | -36.0% | +361.6% | -397.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling