+1,067.6%
PSX vs GEN
+367.6%
+700.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -13.1% | +2.3% | -15.4% | -13.6% |
| 30D | -9.5% | +33.1% | -42.6% | -15.3% |
| 3M | +20.2% | +6.5% | +13.7% | +17.4% |
| 6M | +44.9% | +53.8% | -8.9% | +29.4% |
| YTD | +94.4% | +11.2% | +83.2% | +86.1% |
| 1Y | +83.1% | +19.4% | +63.7% | +72.3% |
| 3Y | +132.2% | +81.0% | +51.1% | +96.5% |
| 5Y | +278.8% | +33.4% | +245.4% | +235.2% |
| 10Y | +354.2% | +164.3% | +189.9% | +210.7% |
| All | +1,067.6% | +367.6% | +700.0% | +545.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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