+1,112.1%
PSX vs DD
+232.4%
+879.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +4.5% | -3.5% | +8.1% | +6.5% |
| 30D | +26.6% | -10.3% | +36.9% | +33.9% |
| 3M | +39.3% | -7.5% | +46.8% | +44.0% |
| 6M | +56.8% | -8.0% | +64.8% | +60.0% |
| YTD | +101.8% | +10.5% | +91.4% | +85.1% |
| 1Y | +99.6% | +38.3% | +61.3% | +59.7% |
| 3Y | +140.3% | +42.5% | +97.9% | +83.4% |
| 5Y | +339.3% | +60.2% | +279.2% | +202.5% |
| 10Y | +369.9% | +68.9% | +301.0% | +176.3% |
| All | +1,112.1% | +232.4% | +879.7% | +380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling