+1,139.1%
PSX vs AZO
+674.4%
+464.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +21.6% | -5.1% | +26.8% | +23.6% |
| 3M | +46.5% | -7.2% | +53.7% | +49.3% |
| 6M | +62.0% | -20.7% | +82.7% | +73.0% |
| YTD | +106.3% | -14.2% | +120.5% | +113.5% |
| 1Y | +103.0% | -32.2% | +135.1% | +127.3% |
| 3Y | +135.5% | +11.1% | +124.4% | +116.2% |
| 5Y | +368.5% | +87.6% | +280.9% | +236.6% |
| 10Y | +386.6% | +302.9% | +83.6% | +153.7% |
| All | +1,139.1% | +674.4% | +464.8% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling