+6.5%
FIX vs PSX
+85.2%
-78.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.5% |
| 7D | -17.5% | -13.1% | -4.3% | -17.8% |
| 30D | -41.6% | -9.5% | -32.0% | -41.5% |
| 3M | -40.6% | +20.2% | -60.8% | -38.1% |
| 6M | -49.4% | +44.9% | -94.3% | -45.4% |
| YTD | +9.2% | +94.4% | -85.2% | +18.6% |
| 1Y | +6.5% | +83.1% | -76.6% | +17.2% |
| All | +6.5% | +85.2% | -78.7% | +17.2% |
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