+133.4%
PSX vs D
+82.3%
+51.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.7% | -4.8% |
| 7D | -9.7% | +6.9% | -16.7% | -10.7% |
| 30D | -8.4% | +12.3% | -20.8% | -10.2% |
| 3M | +22.6% | +3.0% | +19.6% | +22.0% |
| 6M | +38.8% | +12.8% | +26.0% | +35.6% |
| YTD | +95.5% | +22.6% | +72.9% | +87.7% |
| 1Y | +87.1% | +21.7% | +65.5% | +79.8% |
| All | +133.4% | +82.3% | +51.1% | +116.6% |
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