+134.1%
PSX vs DD
+47.1%
+87.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +27.8% | -7.4% | +35.2% | +30.9% |
| 3M | +42.0% | -6.4% | +48.5% | +44.5% |
| 6M | +58.1% | -2.5% | +60.6% | +56.5% |
| YTD | +105.0% | +10.2% | +94.8% | +91.5% |
| 1Y | +104.9% | +36.9% | +68.0% | +72.1% |
| 3Y | +134.1% | +47.0% | +87.0% | +88.8% |
| All | +134.1% | +47.1% | +87.0% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling