+15.3%
O vs PSX
+370.3%
-355.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.3% | +1.8% | -4.1% | -2.4% |
| 30D | -2.4% | +21.6% | -24.1% | -4.4% |
| 3M | -0.6% | +46.5% | -47.0% | -4.5% |
| 6M | -5.0% | +62.0% | -67.0% | -9.9% |
| YTD | +10.4% | +106.3% | -95.9% | +1.7% |
| 1Y | +6.6% | +103.0% | -96.4% | -1.7% |
| 3Y | +28.4% | +135.5% | -107.1% | +14.8% |
| 5Y | +15.3% | +368.5% | -353.2% | -8.2% |
| All | +15.3% | +370.3% | -355.1% | -8.2% |
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 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