+1,091.2%
PSX vs EW
+771.2%
+320.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -7.8% | +9.3% | -17.1% | -9.4% |
| 30D | -9.9% | +22.1% | -31.9% | -13.4% |
| 3M | +16.9% | +13.0% | +3.9% | +14.0% |
| 6M | +48.0% | +30.1% | +17.9% | +40.0% |
| YTD | +98.3% | +22.0% | +76.3% | +89.3% |
| 1Y | +86.2% | +23.7% | +62.5% | +77.0% |
| 3Y | +144.0% | +62.0% | +82.0% | +110.9% |
| 5Y | +287.7% | -12.4% | +300.1% | +278.6% |
| 10Y | +338.3% | +236.1% | +102.3% | +219.7% |
| All | +1,091.2% | +771.2% | +320.0% | +742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling