-26.3%
LOW vs PSX
+103.3%
-129.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | -3.7% | +1.7% | -5.4% | -3.5% |
| 30D | -8.9% | +15.6% | -24.5% | -6.8% |
| 3M | -10.4% | +46.5% | -56.9% | -5.1% |
| 6M | -19.4% | +55.0% | -74.4% | -14.2% |
| YTD | -17.1% | +105.3% | -122.4% | -13.5% |
| 1Y | -26.3% | +101.6% | -127.9% | -23.3% |
| All | -26.3% | +103.3% | -129.5% | -23.3% |
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