+308.6%
PM vs PSX
+1,139.4%
-830.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -4.9% | +4.5% | -9.4% | -5.7% |
| 30D | -3.4% | +26.6% | -30.0% | -7.6% |
| 3M | +5.2% | +39.3% | -34.1% | -1.4% |
| 6M | +3.7% | +56.8% | -53.1% | -5.2% |
| YTD | +15.8% | +101.8% | -86.1% | +0.6% |
| 1Y | +17.4% | +99.6% | -82.2% | +2.0% |
| 3Y | +116.9% | +140.3% | -23.4% | +77.1% |
| 5Y | +117.3% | +339.3% | -222.0% | +50.8% |
| 10Y | +193.8% | +369.9% | -176.1% | +84.9% |
| All | +308.6% | +1,139.4% | -830.8% | +117.2% |
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