+99.6%
PSX vs DD
+41.5%
+58.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.5% | -3.5% | +8.1% | +4.6% |
| 30D | +26.6% | -10.3% | +36.9% | +26.9% |
| 3M | +39.3% | -7.5% | +46.8% | +39.6% |
| 6M | +56.8% | -8.0% | +64.8% | +57.4% |
| YTD | +101.8% | +10.5% | +91.4% | +95.7% |
| 1Y | +99.6% | +38.3% | +61.3% | +90.2% |
| All | +99.6% | +41.5% | +58.1% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling