+3,759.0%
FIX vs PSX
+353.3%
+3,405.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.9% | +3.8% |
| 7D | +6.4% | -0.4% | +6.8% | +6.9% |
| 30D | -29.1% | -8.1% | -21.0% | -26.6% |
| 3M | -31.1% | +15.9% | -47.1% | -35.1% |
| 6M | -42.8% | +49.4% | -92.2% | -51.7% |
| YTD | +24.6% | +104.7% | -80.0% | -8.8% |
| 1Y | +21.9% | +89.1% | -67.1% | -8.0% |
| 3Y | +524.9% | +151.7% | +373.2% | +303.0% |
| 5Y | +1,092.2% | +298.3% | +793.9% | +488.6% |
| 10Y | +3,759.0% | +357.1% | +3,402.0% | +1,513.0% |
| All | +3,759.0% | +353.3% | +3,405.7% | +1,513.0% |
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 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