+257.0%
PM vs PSX
+339.3%
-82.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -6.6% | -7.8% | +1.2% | -5.3% |
| 30D | -3.4% | -9.9% | +6.4% | -1.7% |
| 3M | +5.3% | +16.9% | -11.6% | +2.0% |
| 6M | +15.5% | +48.0% | -32.4% | +6.7% |
| YTD | +24.3% | +98.3% | -74.1% | +7.8% |
| 1Y | +29.7% | +86.2% | -56.5% | +13.8% |
| 3Y | +144.9% | +144.0% | +0.9% | +97.6% |
| 5Y | +159.0% | +287.7% | -128.7% | +81.6% |
| All | +257.0% | +339.3% | -82.3% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling