+141.2%
PSX vs D
+58.5%
+82.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | +1.5% | +3.1% | +4.3% |
| 30D | +26.6% | -2.6% | +29.2% | +27.1% |
| 3M | +39.3% | 0.0% | +39.3% | +39.2% |
| 6M | +56.8% | +7.4% | +49.5% | +54.6% |
| YTD | +101.8% | +15.9% | +86.0% | +96.2% |
| 1Y | +99.6% | +18.1% | +81.5% | +93.0% |
| All | +141.2% | +58.5% | +82.7% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling