+345.8%
PSX vs ALL
+367.3%
-21.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -8.0% | -3.9% | -4.1% | -6.1% |
| 30D | -9.0% | +10.6% | -19.7% | -14.4% |
| 3M | +24.7% | -4.6% | +29.3% | +27.3% |
| 6M | +49.3% | +20.2% | +29.1% | +32.5% |
| YTD | +100.2% | +23.7% | +76.5% | +73.1% |
| 1Y | +88.8% | +27.9% | +61.0% | +60.0% |
| 3Y | +152.5% | +109.2% | +43.3% | +49.4% |
| 5Y | +283.2% | +148.0% | +135.2% | +87.0% |
| 10Y | +345.8% | +363.8% | -18.0% | +43.6% |
| All | +345.8% | +367.3% | -21.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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