+338.3%
PSX vs M
-3.0%
+341.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -7.8% | +5.0% | -12.8% | -9.1% |
| 30D | -9.9% | +10.6% | -20.5% | -12.5% |
| 3M | +16.9% | +1.6% | +15.4% | +15.5% |
| 6M | +48.0% | +30.8% | +17.1% | +35.7% |
| YTD | +98.3% | +16.9% | +81.4% | +85.7% |
| 1Y | +86.2% | +26.3% | +59.9% | +70.5% |
| 3Y | +144.0% | +158.6% | -14.6% | +73.2% |
| 5Y | +287.7% | +2.1% | +285.6% | +228.4% |
| 10Y | +338.3% | -4.3% | +342.7% | +144.5% |
| All | +338.3% | -3.0% | +341.4% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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