+338.3%
PSX vs A
+312.5%
+25.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -7.8% | +1.4% | -9.2% | -8.2% |
| 30D | -9.9% | +4.3% | -14.2% | -11.3% |
| 3M | +16.9% | +19.8% | -2.8% | +9.2% |
| 6M | +48.0% | +54.4% | -6.4% | +24.7% |
| YTD | +98.3% | +31.7% | +66.6% | +76.3% |
| 1Y | +86.2% | +22.4% | +63.7% | +70.1% |
| 3Y | +144.0% | +67.7% | +76.3% | +89.5% |
| 5Y | +287.7% | +15.7% | +272.0% | +242.0% |
| 10Y | +338.3% | +308.7% | +29.6% | +126.0% |
| All | +338.3% | +312.5% | +25.8% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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