+233.3%
PG vs PSX
+1,160.7%
-927.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | +0.8% | +15.6% | -14.8% | -0.6% |
| 3M | -1.3% | +46.5% | -47.8% | -5.1% |
| 6M | -3.8% | +55.0% | -58.8% | -8.2% |
| YTD | +3.6% | +105.3% | -101.7% | -4.1% |
| 1Y | -5.7% | +101.6% | -107.3% | -12.7% |
| 3Y | +1.6% | +134.1% | -132.6% | -8.7% |
| 5Y | +14.6% | +368.7% | -354.1% | -7.4% |
| 10Y | +121.2% | +384.1% | -262.9% | +66.6% |
| All | +233.3% | +1,160.7% | -927.4% | +124.9% |
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