+106.5%
F vs PSX
+1,093.9%
-987.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.6% | -13.1% | +14.7% | +6.9% |
| 30D | +2.6% | -9.5% | +12.2% | +6.0% |
| 3M | -8.8% | +20.2% | -29.0% | -15.9% |
| 6M | +4.6% | +44.9% | -40.3% | -11.1% |
| YTD | -1.9% | +94.4% | -96.3% | -27.1% |
| 1Y | -0.8% | +83.1% | -83.8% | -24.6% |
| 3Y | +43.5% | +132.2% | -88.7% | -3.7% |
| 5Y | -12.1% | +278.8% | -290.9% | -53.4% |
| 10Y | +83.6% | +354.2% | -270.5% | -16.8% |
| All | +106.5% | +1,093.9% | -987.4% | -25.5% |
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