+1,139.1%
PSX vs MKTX
+422.6%
+716.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +1.8% | +0.3% | +1.6% | +1.8% |
| 30D | +21.6% | +1.0% | +20.7% | +21.5% |
| 3M | +46.5% | +40.8% | +5.7% | +39.6% |
| 6M | +62.0% | -10.9% | +72.9% | +63.6% |
| YTD | +106.3% | -8.6% | +114.9% | +107.5% |
| 1Y | +103.0% | -11.6% | +114.5% | +104.8% |
| 3Y | +135.5% | -24.5% | +160.1% | +137.9% |
| 5Y | +368.5% | -60.7% | +429.2% | +415.5% |
| 10Y | +386.6% | +5.1% | +381.4% | +299.2% |
| All | +1,139.1% | +422.6% | +716.5% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling