+134.1%
PSX vs AZO
+10.0%
+124.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +1.7% | -3.6% | +5.3% | +2.0% |
| 30D | +15.6% | -5.6% | +21.2% | +16.2% |
| 3M | +46.5% | -6.6% | +53.1% | +47.0% |
| 6M | +55.0% | -22.5% | +77.5% | +58.6% |
| YTD | +105.3% | -15.2% | +120.5% | +107.5% |
| 1Y | +101.6% | -33.9% | +135.5% | +112.0% |
| 3Y | +134.1% | +11.8% | +122.3% | +126.9% |
| All | +134.1% | +10.0% | +124.1% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling