+362.6%
PSX vs MKTX
-60.5%
+423.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +44.7% |
| 6M | +55.0% | -8.0% | +63.0% | +55.2% |
| YTD | +105.3% | -8.7% | +114.0% | +105.5% |
| 1Y | +101.6% | -11.8% | +113.4% | +102.1% |
| 3Y | +134.1% | -24.0% | +158.2% | +133.9% |
| All | +362.6% | -60.5% | +423.0% | +350.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling