+720.2%
LOW vs PSX
+1,167.1%
-446.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.6% | +1.8% | -2.5% | -1.1% |
| 30D | -9.3% | +21.6% | -30.9% | -13.7% |
| 3M | -8.1% | +46.5% | -54.5% | -16.9% |
| 6M | -19.8% | +62.0% | -81.8% | -29.9% |
| YTD | -16.4% | +106.3% | -122.7% | -31.7% |
| 1Y | -24.7% | +103.0% | -127.6% | -38.4% |
| 3Y | -8.8% | +135.5% | -144.4% | -29.9% |
| 5Y | +7.8% | +368.5% | -360.7% | -34.7% |
| 10Y | +233.8% | +386.6% | -152.7% | +83.6% |
| All | +720.2% | +1,167.1% | -446.9% | +279.3% |
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 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