+338.3%
PSX vs AA
+45.1%
+293.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.3% |
| 7D | -7.8% | +1.2% | -9.1% | -8.2% |
| 30D | -9.9% | -5.0% | -4.9% | -8.8% |
| 3M | +16.9% | -22.2% | +39.2% | +24.7% |
| 6M | +48.0% | -36.3% | +84.3% | +64.4% |
| YTD | +98.3% | -24.2% | +122.5% | +104.7% |
| 1Y | +86.2% | +3.9% | +82.3% | +73.1% |
| 3Y | +144.0% | +67.6% | +76.4% | +81.8% |
| 5Y | +287.7% | -8.8% | +296.6% | +217.4% |
| 10Y | +338.3% | +45.0% | +293.4% | +130.4% |
| All | +338.3% | +45.1% | +293.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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