+1,027.6%
FIX vs PSX
+306.7%
+720.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.6% |
| 7D | +9.4% | +7.8% | +1.6% | +7.5% |
| 30D | -27.8% | -10.9% | -16.9% | -25.8% |
| 3M | -35.6% | +14.5% | -50.0% | -37.5% |
| 6M | -45.2% | +56.1% | -101.3% | -50.8% |
| YTD | +19.5% | +109.6% | -90.1% | -2.0% |
| 1Y | +24.2% | +95.5% | -71.3% | +3.8% |
| 3Y | +494.2% | +156.2% | +338.0% | +349.6% |
| All | +1,027.6% | +306.7% | +720.9% | +649.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling