+142.7%
F vs PSX
+1,139.4%
-996.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +4.5% | +0.8% | +3.5% |
| 30D | +4.6% | +26.6% | -22.0% | -4.7% |
| 3M | -3.7% | +39.3% | -42.9% | -15.8% |
| 6M | +16.8% | +56.8% | -40.0% | -4.0% |
| YTD | +15.3% | +101.8% | -86.5% | -14.9% |
| 1Y | +31.0% | +99.6% | -68.6% | -3.4% |
| 3Y | +45.4% | +140.3% | -94.9% | -3.1% |
| 5Y | +54.7% | +339.3% | -284.7% | -22.4% |
| 10Y | +98.2% | +369.9% | -271.6% | -10.7% |
| All | +142.7% | +1,139.4% | -996.7% | -13.0% |
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