+25.3%
F vs PSX
+102.1%
-76.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.0% |
| 7D | +1.2% | +2.8% | -1.7% | +1.6% |
| 30D | +1.2% | +27.8% | -26.5% | +5.0% |
| 3M | -5.7% | +42.0% | -47.7% | -0.3% |
| 6M | +17.9% | +58.1% | -40.2% | +25.9% |
| YTD | +10.4% | +105.0% | -94.6% | +14.3% |
| 1Y | +25.3% | +104.9% | -79.6% | +31.6% |
| All | +25.3% | +102.1% | -76.7% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling