+343.0%
PSX vs IP
+23.9%
+319.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -9.9% | +9.4% | -19.2% | -13.5% |
| 3M | +16.9% | -14.1% | +31.0% | +23.8% |
| 6M | +48.0% | +9.2% | +38.8% | +37.3% |
| YTD | +98.3% | -7.5% | +105.9% | +93.3% |
| 1Y | +86.2% | -2.8% | +89.0% | +76.4% |
| 3Y | +144.0% | +21.2% | +122.7% | +87.7% |
| 5Y | +287.7% | -11.5% | +299.2% | +251.0% |
| All | +343.0% | +23.9% | +319.0% | +175.8% |
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