+277.8%
PSX vs D
+12.5%
+265.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -13.1% | +3.0% | -16.1% | -13.6% |
| 30D | -9.5% | +11.5% | -21.0% | -11.4% |
| 3M | +20.2% | +3.7% | +16.5% | +19.3% |
| 6M | +44.9% | +13.5% | +31.4% | +41.1% |
| YTD | +94.4% | +20.7% | +73.7% | +86.8% |
| 1Y | +83.1% | +18.2% | +64.8% | +76.5% |
| 3Y | +132.2% | +73.3% | +58.8% | +106.6% |
| All | +277.8% | +12.5% | +265.3% | +268.4% |
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 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