+1,112.1%
PSX vs D
+139.8%
+972.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +26.6% | -3.6% | +30.2% | +28.2% |
| 3M | +39.3% | -1.0% | +40.3% | +39.6% |
| 6M | +56.8% | +6.3% | +50.5% | +52.5% |
| YTD | +101.8% | +14.7% | +87.1% | +90.6% |
| 1Y | +99.6% | +16.9% | +82.7% | +86.5% |
| 3Y | +140.3% | +56.8% | +83.6% | +96.1% |
| 5Y | +339.3% | +5.2% | +334.1% | +317.9% |
| 10Y | +369.9% | +35.9% | +334.0% | +291.2% |
| All | +1,112.1% | +139.8% | +972.3% | +650.3% |
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