+3,800.0%
FIX vs PSX
+363.6%
+3,436.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +8.2% |
| 7D | -7.2% | -8.0% | +0.8% | -3.8% |
| 30D | -35.1% | -9.0% | -26.1% | -32.6% |
| 3M | -34.3% | +24.7% | -59.0% | -39.9% |
| 6M | -42.9% | +49.3% | -92.3% | -51.8% |
| YTD | +19.5% | +100.2% | -80.7% | -11.9% |
| 1Y | +16.8% | +88.8% | -72.1% | -12.0% |
| 3Y | +506.7% | +152.5% | +354.2% | +290.3% |
| 5Y | +1,046.7% | +283.2% | +763.5% | +475.6% |
| 10Y | +3,800.0% | +345.8% | +3,454.2% | +1,556.8% |
| All | +3,800.0% | +363.6% | +3,436.4% | +1,556.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling