+357.1%
PSX vs DD
+99.0%
+258.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | -0.4% | +3.2% | -3.6% | -2.0% |
| 30D | -8.1% | +20.3% | -28.4% | -17.0% |
| 3M | +15.9% | +8.2% | +7.7% | +10.4% |
| 6M | +49.4% | +3.4% | +46.0% | +44.2% |
| YTD | +104.7% | +30.6% | +74.0% | +70.7% |
| 1Y | +89.1% | +30.6% | +58.4% | +57.5% |
| 3Y | +151.7% | +91.1% | +60.6% | +62.5% |
| 5Y | +298.3% | +68.6% | +229.7% | +167.3% |
| 10Y | +357.1% | +99.9% | +257.2% | +123.6% |
| All | +357.1% | +99.0% | +258.1% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling