+67.0%
MAR vs PSX
+134.3%
-67.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.8% |
| 30D | -4.7% | +21.6% | -26.3% | -8.2% |
| 3M | -15.6% | +46.5% | -62.1% | -21.9% |
| 6M | +1.2% | +62.0% | -60.8% | -9.2% |
| YTD | +7.5% | +106.3% | -98.8% | -10.6% |
| 1Y | +26.6% | +103.0% | -76.3% | +5.3% |
| All | +67.0% | +134.3% | -67.2% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling