+345.8%
PSX vs M
+3.7%
+342.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +1.0% |
| 7D | -8.0% | +2.5% | -10.6% | -8.8% |
| 30D | -9.0% | +10.1% | -19.1% | -11.6% |
| 3M | +24.7% | -0.9% | +25.7% | +24.0% |
| 6M | +49.3% | +30.2% | +19.2% | +37.2% |
| YTD | +100.2% | +16.3% | +83.9% | +87.7% |
| 1Y | +88.8% | +27.0% | +61.9% | +72.7% |
| 3Y | +152.5% | +154.5% | -2.0% | +80.0% |
| 5Y | +283.2% | -1.1% | +284.3% | +227.6% |
| 10Y | +345.8% | +0.5% | +345.3% | +148.2% |
| All | +345.8% | +3.7% | +342.1% | +148.2% |
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