+1,210.6%
MAR vs PSX
+1,187.1%
+23.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +1.6% | +7.8% | -6.2% | -1.4% |
| 30D | +13.8% | -10.9% | +24.7% | +18.6% |
| 3M | +20.3% | +14.5% | +5.8% | +12.8% |
| 6M | +21.3% | +56.1% | -34.8% | -0.6% |
| YTD | +37.2% | +109.6% | -72.4% | -2.5% |
| 1Y | +48.4% | +95.5% | -47.1% | +8.4% |
| 3Y | +120.1% | +156.2% | -36.1% | +38.0% |
| 5Y | +182.1% | +310.0% | -127.9% | +35.9% |
| 10Y | +530.2% | +368.0% | +162.2% | +162.1% |
| All | +1,210.6% | +1,187.1% | +23.5% | +306.8% |
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