+99.6%
PSX vs D
+15.7%
+83.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +26.6% | -3.6% | +30.2% | +26.8% |
| 3M | +39.3% | -1.0% | +40.3% | +39.4% |
| 6M | +56.8% | +6.3% | +50.5% | +55.7% |
| YTD | +101.8% | +14.7% | +87.1% | +100.7% |
| 1Y | +99.6% | +16.9% | +82.7% | +100.3% |
| All | +99.6% | +15.7% | +83.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling