+361.6%
PSX vs EW
+254.3%
+107.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +7.8% | +4.9% | +2.9% | +6.8% |
| 30D | -10.9% | +23.9% | -34.8% | -14.9% |
| 3M | +14.5% | +15.8% | -1.3% | +10.7% |
| 6M | +56.1% | +31.7% | +24.5% | +46.6% |
| YTD | +109.6% | +25.7% | +83.9% | +97.9% |
| 1Y | +95.5% | +24.4% | +71.1% | +84.8% |
| 3Y | +156.2% | +65.9% | +90.3% | +114.4% |
| 5Y | +310.0% | -7.6% | +317.6% | +298.0% |
| All | +361.6% | +254.3% | +107.3% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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