+1,073.8%
PSX vs D
+153.6%
+920.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.7% | -4.8% |
| 7D | -9.7% | +6.9% | -16.7% | -11.9% |
| 30D | -8.4% | +12.3% | -20.8% | -12.4% |
| 3M | +22.6% | +3.0% | +19.6% | +21.0% |
| 6M | +38.8% | +12.8% | +26.0% | +32.1% |
| YTD | +95.5% | +22.6% | +72.9% | +79.8% |
| 1Y | +87.1% | +21.7% | +65.5% | +72.3% |
| 3Y | +133.5% | +83.9% | +49.6% | +79.2% |
| 5Y | +280.9% | +14.0% | +266.9% | +251.3% |
| 10Y | +356.6% | +45.6% | +311.0% | +269.7% |
| All | +1,073.8% | +153.6% | +920.2% | +611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling