+16.3%
FIX vs PSX
+93.2%
-77.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.9% |
| 7D | +17.0% | +6.4% | +10.6% | +16.6% |
| 30D | -30.6% | -10.2% | -20.4% | -31.3% |
| 3M | -35.0% | +17.2% | -52.2% | -33.6% |
| 6M | -44.0% | +51.8% | -95.7% | -40.0% |
| YTD | +21.1% | +108.0% | -86.9% | +29.7% |
| 1Y | +16.3% | +96.1% | -79.9% | +25.8% |
| All | +16.3% | +93.2% | -77.0% | +25.8% |
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 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