-27.3%
DOW vs PSX
+303.6%
-330.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.0% |
| 7D | +3.7% | +6.4% | -2.8% | +0.3% |
| 30D | +16.3% | -10.2% | +26.5% | +22.6% |
| 3M | +9.7% | +17.2% | -7.5% | 0.0% |
| 6M | -14.1% | +51.8% | -65.8% | -32.1% |
| YTD | +46.6% | +108.0% | -61.4% | -1.1% |
| 1Y | +56.8% | +96.1% | -39.3% | +9.0% |
| 3Y | -20.4% | +155.9% | -176.2% | -51.6% |
| All | -27.3% | +303.6% | -330.9% | -63.3% |
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 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