+221.8%
O vs PSX
+1,160.7%
-938.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | -4.5% | +15.6% | -20.2% | -7.6% |
| 3M | -2.6% | +46.5% | -49.1% | -10.8% |
| 6M | -5.6% | +55.0% | -60.6% | -15.0% |
| YTD | +9.3% | +105.3% | -96.0% | -8.0% |
| 1Y | +4.3% | +101.6% | -97.3% | -12.0% |
| 3Y | +27.4% | +134.1% | -106.7% | +1.2% |
| 5Y | +17.1% | +368.7% | -351.6% | -25.3% |
| 10Y | +53.7% | +384.1% | -330.4% | -11.8% |
| All | +221.8% | +1,160.7% | -938.9% | +67.3% |
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 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