+1,112.1%
PSX vs M
+0.4%
+1,111.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +4.5% | +4.7% | -0.2% | +3.3% |
| 30D | +26.6% | -9.6% | +36.3% | +29.7% |
| 3M | +39.3% | +0.9% | +38.4% | +38.0% |
| 6M | +56.8% | +22.3% | +34.5% | +46.8% |
| YTD | +101.8% | +6.5% | +95.3% | +94.9% |
| 1Y | +99.6% | +38.8% | +60.8% | +79.0% |
| 3Y | +140.3% | +115.9% | +24.4% | +80.1% |
| 5Y | +339.3% | +28.6% | +310.7% | +244.4% |
| 10Y | +369.9% | -2.5% | +372.4% | +194.9% |
| All | +1,112.1% | +0.4% | +1,111.7% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling