+260.9%
PM vs PSX
+353.3%
-92.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | -2.8% | -8.1% | +5.3% | -1.4% |
| 3M | +6.3% | +15.9% | -9.6% | +3.2% |
| 6M | +9.6% | +49.4% | -39.7% | +1.1% |
| YTD | +25.6% | +104.7% | -79.1% | +8.3% |
| 1Y | +29.7% | +89.1% | -59.4% | +13.5% |
| 3Y | +147.6% | +151.7% | -4.2% | +98.6% |
| 5Y | +160.1% | +298.3% | -138.2% | +81.5% |
| 10Y | +260.9% | +357.1% | -96.2% | +121.1% |
| All | +260.9% | +353.3% | -92.4% | +121.1% |
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