+345.0%
PSX vs M
+27.3%
+317.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | +4.5% | +4.7% | -0.2% | +3.7% |
| 30D | +26.6% | -9.6% | +36.3% | +28.7% |
| 3M | +39.3% | +0.9% | +38.4% | +38.4% |
| 6M | +56.8% | +22.3% | +34.5% | +49.7% |
| YTD | +101.8% | +6.5% | +95.3% | +97.2% |
| 1Y | +99.6% | +38.8% | +60.8% | +84.8% |
| 3Y | +140.3% | +115.9% | +24.4% | +96.1% |
| All | +345.0% | +27.3% | +317.7% | +282.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling