+942.3%
MAR vs PSX
+1,139.4%
-197.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +4.5% | -8.7% | -5.9% |
| 30D | -6.7% | +26.6% | -33.3% | -15.4% |
| 3M | -12.5% | +39.3% | -51.8% | -24.1% |
| 6M | +0.6% | +56.8% | -56.2% | -18.0% |
| YTD | +9.1% | +101.8% | -92.7% | -20.6% |
| 1Y | +26.2% | +99.6% | -73.4% | -8.2% |
| 3Y | +68.2% | +140.3% | -72.2% | +8.9% |
| 5Y | +163.9% | +339.3% | -175.4% | +22.8% |
| 10Y | +420.6% | +369.9% | +50.7% | +118.6% |
| All | +942.3% | +1,139.4% | -197.2% | +231.2% |
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 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