+69.0%
F vs PSX
+353.3%
-284.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.5% |
| 7D | -2.1% | -0.4% | -1.8% | -2.1% |
| 30D | +3.3% | -8.1% | +11.4% | +6.2% |
| 3M | -11.3% | +15.9% | -27.2% | -17.2% |
| 6M | +5.3% | +49.4% | -44.1% | -12.3% |
| YTD | -2.2% | +104.7% | -106.9% | -30.2% |
| 1Y | -3.5% | +89.1% | -92.6% | -28.8% |
| 3Y | +49.5% | +151.7% | -102.2% | -5.7% |
| 5Y | -13.5% | +298.3% | -311.8% | -57.5% |
| 10Y | +69.0% | +357.1% | -288.0% | -33.6% |
| All | +69.0% | +353.3% | -284.3% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling