+358.2%
PSX vs D
+47.7%
+310.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +6.4% | -3.1% | +9.5% | +7.5% |
| 30D | -10.2% | +8.4% | -18.5% | -12.8% |
| 3M | +17.2% | +0.2% | +16.9% | +16.8% |
| 6M | +51.8% | +9.5% | +42.3% | +46.3% |
| YTD | +108.0% | +18.8% | +89.2% | +94.5% |
| 1Y | +96.1% | +14.7% | +81.4% | +85.4% |
| 3Y | +155.9% | +72.9% | +82.9% | +104.6% |
| 5Y | +306.9% | +13.1% | +293.8% | +279.6% |
| All | +358.2% | +47.7% | +310.5% | +322.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling