+361.6%
PSX vs DD
+97.1%
+264.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +7.8% | +5.0% | +2.9% | +5.0% |
| 30D | -10.9% | +19.7% | -30.6% | -19.3% |
| 3M | +14.5% | +7.2% | +7.3% | +9.5% |
| 6M | +56.1% | +1.0% | +55.1% | +52.7% |
| YTD | +109.6% | +29.1% | +80.5% | +75.8% |
| 1Y | +95.5% | +28.5% | +67.0% | +64.4% |
| 3Y | +156.2% | +89.4% | +66.7% | +66.0% |
| 5Y | +310.0% | +67.1% | +242.9% | +176.2% |
| All | +361.6% | +97.1% | +264.5% | +125.7% |
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