+376.3%
PSX vs DD
+67.0%
+309.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +1.5% | -2.9% | +4.4% | +3.1% |
| 30D | +15.8% | -11.5% | +27.3% | +23.3% |
| 3M | +43.0% | -5.4% | +48.4% | +46.1% |
| 6M | +61.1% | -6.9% | +68.0% | +63.2% |
| YTD | +104.5% | +6.9% | +97.6% | +90.6% |
| 1Y | +102.5% | +35.6% | +66.9% | +63.0% |
| 3Y | +133.5% | +42.5% | +90.9% | +77.0% |
| 5Y | +367.0% | +58.5% | +308.5% | +219.1% |
| All | +376.3% | +67.0% | +309.3% | +149.4% |
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