+7.4%
O vs PSX
+306.7%
-299.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.4% | +7.8% | -8.2% | -1.1% |
| 30D | +7.1% | -10.9% | +18.0% | +8.2% |
| 3M | -5.2% | +14.5% | -19.7% | -6.7% |
| 6M | -1.8% | +56.1% | -57.9% | -6.5% |
| YTD | +9.1% | +109.6% | -100.5% | +0.3% |
| 1Y | +9.7% | +95.5% | -85.8% | +1.6% |
| 3Y | +39.1% | +156.2% | -117.1% | +23.1% |
| All | +7.4% | +306.7% | -299.3% | -12.3% |
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 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