+227.5%
LOW vs PSX
+386.4%
-158.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | -8.9% | +15.6% | -24.5% | -12.1% |
| 3M | -10.4% | +46.5% | -56.9% | -18.9% |
| 6M | -19.4% | +55.0% | -74.4% | -28.6% |
| YTD | -17.1% | +105.3% | -122.4% | -32.2% |
| 1Y | -26.3% | +101.6% | -127.9% | -39.6% |
| 3Y | -9.9% | +134.1% | -144.0% | -30.6% |
| 5Y | +6.1% | +368.7% | -362.6% | -36.5% |
| All | +227.5% | +386.4% | -158.9% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling