+32.6%
NET vs PSX
+289.9%
-257.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -1.5% |
| 7D | -16.4% | -5.2% | -11.2% | -15.4% |
| 30D | -25.8% | -3.7% | -22.1% | -25.4% |
| 3M | -11.5% | +26.8% | -38.3% | -17.4% |
| 6M | +18.9% | +47.3% | -28.4% | +6.4% |
| YTD | +35.2% | +105.4% | -70.2% | +9.6% |
| 1Y | +14.5% | +96.9% | -82.5% | -6.3% |
| 3Y | +313.8% | +145.4% | +168.4% | +206.6% |
| 5Y | +32.6% | +304.9% | -272.4% | -7.4% |
| All | +32.6% | +289.9% | -257.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling