+368.4%
PSX vs IP
+23.2%
+345.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | +4.5% | -5.3% | +9.8% | +6.9% |
| 30D | +26.6% | -10.9% | +37.5% | +32.6% |
| 3M | +39.3% | +11.2% | +28.1% | +29.7% |
| 6M | +56.8% | -10.2% | +67.0% | +58.1% |
| YTD | +101.8% | -2.0% | +103.8% | +93.0% |
| 1Y | +99.6% | -19.1% | +118.7% | +108.3% |
| 3Y | +140.3% | +20.9% | +119.5% | +88.0% |
| 5Y | +339.3% | -17.8% | +357.1% | +326.0% |
| All | +368.4% | +23.2% | +345.2% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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