+14.4%
FIX vs PSX
+97.5%
-83.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.5% | -10.6% | -15.3% |
| 7D | -18.9% | -5.2% | -13.7% | -19.1% |
| 30D | -36.3% | -3.7% | -32.6% | -36.2% |
| 3M | -38.5% | +26.8% | -65.3% | -36.0% |
| 6M | -42.3% | +47.3% | -89.6% | -37.8% |
| YTD | +17.1% | +105.4% | -88.3% | +28.3% |
| 1Y | +14.4% | +96.9% | -82.5% | +27.1% |
| All | +14.4% | +97.5% | -83.1% | +27.1% |
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