+368.5%
PSX vs DD
+59.3%
+309.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.6% |
| 7D | +1.8% | -3.8% | +5.6% | +3.3% |
| 30D | +21.6% | -9.2% | +30.9% | +26.1% |
| 3M | +46.5% | -9.0% | +55.5% | +51.0% |
| 6M | +62.0% | -5.0% | +67.0% | +62.0% |
| YTD | +106.3% | +7.4% | +98.9% | +94.3% |
| 1Y | +103.0% | +35.1% | +67.8% | +70.4% |
| 3Y | +135.5% | +43.2% | +92.3% | +88.7% |
| 5Y | +368.5% | +59.6% | +308.9% | +236.2% |
| All | +368.5% | +59.3% | +309.2% | +236.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling