+365.6%
PSX vs D
+34.8%
+330.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | +1.5% | +3.1% | +4.0% |
| 30D | +26.6% | -2.6% | +29.2% | +27.7% |
| 3M | +39.3% | 0.0% | +39.3% | +39.1% |
| 6M | +56.8% | +7.4% | +49.5% | +52.3% |
| YTD | +101.8% | +15.9% | +86.0% | +90.8% |
| 1Y | +99.6% | +18.1% | +81.5% | +86.9% |
| 3Y | +140.3% | +58.4% | +82.0% | +98.5% |
| 5Y | +339.3% | +5.2% | +334.1% | +322.3% |
| All | +365.6% | +34.8% | +330.8% | +325.1% |
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