+306.9%
PSX vs D
+12.4%
+294.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +6.4% | -3.1% | +9.5% | +7.0% |
| 30D | -10.2% | +8.4% | -18.5% | -11.6% |
| 3M | +17.2% | +0.2% | +16.9% | +17.0% |
| 6M | +51.8% | +9.5% | +42.3% | +48.7% |
| YTD | +108.0% | +18.8% | +89.2% | +100.3% |
| 1Y | +96.1% | +14.7% | +81.4% | +90.1% |
| 3Y | +155.9% | +72.9% | +82.9% | +127.4% |
| 5Y | +306.9% | +13.1% | +293.8% | +297.1% |
| All | +306.9% | +12.4% | +294.5% | +297.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling