-15.8%
F vs PSX
+274.8%
-290.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.6% | -13.1% | +14.7% | +5.8% |
| 30D | +2.6% | -9.5% | +12.2% | +5.3% |
| 3M | -8.8% | +20.2% | -29.0% | -14.8% |
| 6M | +4.6% | +44.9% | -40.3% | -8.8% |
| YTD | -1.9% | +94.4% | -96.3% | -24.8% |
| 1Y | -0.8% | +83.1% | -83.8% | -22.3% |
| 3Y | +43.5% | +132.2% | -88.7% | -1.1% |
| All | -15.8% | +274.8% | -290.7% | -55.6% |
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 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