+370.1%
PSX vs M
-6.4%
+376.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +2.8% | +2.4% | +0.5% | +2.2% |
| 30D | +27.8% | -11.6% | +39.4% | +31.6% |
| 3M | +42.0% | +1.6% | +40.4% | +40.4% |
| 6M | +58.1% | +25.2% | +32.9% | +47.1% |
| YTD | +105.0% | +3.8% | +101.3% | +99.3% |
| 1Y | +104.9% | +36.3% | +68.6% | +84.4% |
| 3Y | +134.1% | +116.3% | +17.7% | +74.7% |
| 5Y | +363.8% | +28.2% | +335.7% | +261.7% |
| 10Y | +370.1% | -3.4% | +373.5% | +167.5% |
| All | +370.1% | -6.4% | +376.5% | +167.5% |
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