+11,274.8%
FIX vs PSX
+1,093.9%
+10,180.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.7% |
| 7D | -17.5% | -13.1% | -4.3% | -12.6% |
| 30D | -41.6% | -9.5% | -32.0% | -39.3% |
| 3M | -40.6% | +20.2% | -60.8% | -44.8% |
| 6M | -49.4% | +44.9% | -94.3% | -56.6% |
| YTD | +9.2% | +94.4% | -85.2% | -17.9% |
| 1Y | +6.5% | +83.1% | -76.6% | -18.2% |
| 3Y | +448.7% | +132.2% | +316.6% | +271.2% |
| 5Y | +948.7% | +278.8% | +669.9% | +447.7% |
| 10Y | +3,659.7% | +354.2% | +3,305.6% | +1,582.0% |
| All | +11,274.8% | +1,093.9% | +10,180.8% | +3,546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling