+345.8%
PSX vs D
+42.1%
+303.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -8.0% | +0.8% | -8.8% | -8.3% |
| 30D | -9.0% | +10.7% | -19.8% | -12.2% |
| 3M | +24.7% | +2.3% | +22.5% | +23.5% |
| 6M | +49.3% | +12.5% | +36.9% | +42.8% |
| YTD | +100.2% | +20.1% | +80.1% | +86.6% |
| 1Y | +88.8% | +15.6% | +73.3% | +78.1% |
| 3Y | +152.5% | +75.2% | +77.3% | +101.2% |
| 5Y | +283.2% | +14.6% | +268.6% | +255.9% |
| 10Y | +345.8% | +43.8% | +302.1% | +307.7% |
| All | +345.8% | +42.1% | +303.7% | +307.7% |
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