+378.1%
PSX vs DGX
+255.3%
+122.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | +15.6% | -1.2% | +16.8% | +15.9% |
| 3M | +46.5% | +15.8% | +30.7% | +40.4% |
| 6M | +55.0% | +18.2% | +36.8% | +47.4% |
| YTD | +105.3% | +37.2% | +68.1% | +86.5% |
| 1Y | +101.6% | +30.4% | +71.2% | +85.6% |
| 3Y | +134.1% | +96.7% | +37.4% | +89.1% |
| 5Y | +368.7% | +67.2% | +301.5% | +289.5% |
| All | +378.1% | +255.3% | +122.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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