+378.1%
PSX vs MKTX
+5.0%
+373.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +15.6% | +0.7% | +14.9% | +15.6% |
| 3M | +46.5% | +40.8% | +5.7% | +41.5% |
| 6M | +55.0% | -8.0% | +63.0% | +55.8% |
| YTD | +105.3% | -8.7% | +114.0% | +106.3% |
| 1Y | +101.6% | -11.8% | +113.4% | +103.1% |
| 3Y | +134.1% | -24.0% | +158.2% | +135.6% |
| 5Y | +368.7% | -60.3% | +429.0% | +403.4% |
| All | +378.1% | +5.0% | +373.1% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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