+221.2%
O vs PSX
+1,187.1%
-965.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -0.4% | +7.8% | -8.2% | -2.0% |
| 30D | +7.1% | -10.9% | +18.0% | +9.6% |
| 3M | -5.2% | +14.5% | -19.7% | -8.5% |
| 6M | -1.8% | +56.1% | -57.9% | -11.8% |
| YTD | +9.1% | +109.6% | -100.5% | -8.9% |
| 1Y | +9.7% | +95.5% | -85.8% | -7.0% |
| 3Y | +39.1% | +156.2% | -117.1% | +7.8% |
| 5Y | +8.4% | +310.0% | -301.6% | -28.2% |
| 10Y | +80.2% | +368.0% | -287.9% | +3.1% |
| All | +221.2% | +1,187.1% | -965.9% | +65.5% |
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