+346.6%
PSX vs IP
+26.3%
+320.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -13.1% | -5.1% | -8.1% | -11.2% |
| 30D | -9.5% | +8.5% | -18.1% | -12.9% |
| 3M | +20.2% | -13.8% | +34.0% | +27.0% |
| 6M | +44.9% | +5.7% | +39.2% | +36.4% |
| YTD | +94.4% | -9.1% | +103.5% | +90.9% |
| 1Y | +83.1% | -0.8% | +83.9% | +71.1% |
| 3Y | +132.2% | +14.8% | +117.4% | +84.0% |
| 5Y | +278.8% | -11.5% | +290.4% | +241.5% |
| All | +346.6% | +26.3% | +320.3% | +166.3% |
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