-3.5%
F vs PSX
+90.8%
-94.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | +0.1% |
| 7D | -2.1% | -0.4% | -1.8% | -2.2% |
| 30D | +3.3% | -8.1% | +11.4% | +2.3% |
| 3M | -11.3% | +15.9% | -27.2% | -9.2% |
| 6M | +5.3% | +49.4% | -44.1% | +12.7% |
| YTD | -2.2% | +104.7% | -106.9% | -1.7% |
| 1Y | -3.5% | +89.1% | -92.6% | -1.7% |
| All | -3.5% | +90.8% | -94.3% | -1.7% |
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