+1,149.3%
PSX vs DD
+290.8%
+858.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +6.4% | +6.7% | -0.3% | +2.7% |
| 30D | -10.2% | +19.4% | -29.6% | -18.7% |
| 3M | +17.2% | +7.6% | +9.5% | +11.8% |
| 6M | +51.8% | +2.9% | +48.9% | +46.8% |
| YTD | +108.0% | +29.9% | +78.1% | +74.1% |
| 1Y | +96.1% | +28.6% | +67.5% | +64.9% |
| 3Y | +155.9% | +90.0% | +65.9% | +66.5% |
| 5Y | +306.9% | +68.1% | +238.8% | +174.6% |
| 10Y | +364.5% | +98.7% | +265.8% | +149.1% |
| All | +1,149.3% | +290.8% | +858.5% | +352.2% |
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 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