+386.6%
PSX vs AA
+121.9%
+264.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | +1.8% | -0.6% | +2.5% | +2.0% |
| 30D | +21.6% | -1.6% | +23.2% | +21.8% |
| 3M | +46.5% | -29.8% | +76.3% | +60.1% |
| 6M | +62.0% | -16.6% | +78.6% | +65.5% |
| YTD | +106.3% | -4.0% | +110.4% | +100.0% |
| 1Y | +103.0% | +63.5% | +39.5% | +64.2% |
| 3Y | +135.5% | +86.8% | +48.8% | +70.6% |
| 5Y | +368.5% | +12.4% | +356.1% | +259.5% |
| 10Y | +386.6% | +132.3% | +254.2% | +123.0% |
| All | +386.6% | +121.9% | +264.6% | +123.0% |
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