+17,902.2%
FIX vs PSX
+1,139.4%
+16,762.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | +4.5% | +1.5% | +4.3% |
| 30D | -7.2% | +26.6% | -33.9% | -15.4% |
| 3M | -15.9% | +39.3% | -55.1% | -26.4% |
| 6M | +12.7% | +56.8% | -44.1% | -6.8% |
| YTD | +72.8% | +101.8% | -29.0% | +28.3% |
| 1Y | +122.9% | +99.6% | +23.3% | +65.3% |
| 3Y | +774.3% | +140.3% | +634.0% | +483.9% |
| 5Y | +2,049.5% | +339.3% | +1,710.1% | +951.8% |
| 10Y | +5,821.5% | +369.9% | +5,451.6% | +2,518.2% |
| All | +17,902.2% | +1,139.4% | +16,762.7% | +5,597.8% |
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 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