-10.8%
DOW vs PSX
+247.5%
-258.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -2.4% | +4.5% | -6.9% | -4.8% |
| 30D | +0.4% | +26.6% | -26.2% | -12.3% |
| 3M | -14.4% | +39.3% | -53.7% | -29.3% |
| 6M | -7.0% | +56.8% | -63.8% | -28.1% |
| YTD | +30.2% | +101.8% | -71.6% | -12.5% |
| 1Y | +29.2% | +99.6% | -70.4% | -12.7% |
| 3Y | -36.7% | +140.3% | -177.1% | -62.0% |
| 5Y | -37.7% | +339.3% | -377.0% | -74.7% |
| All | -10.8% | +247.5% | -258.3% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling