+190.6%
PSX vs NXT
+171.8%
+18.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +21.6% | -20.0% | +41.6% | +23.3% |
| 3M | +46.5% | -30.9% | +77.4% | +49.5% |
| 6M | +62.0% | -23.8% | +85.8% | +62.3% |
| YTD | +106.3% | -5.4% | +111.8% | +101.5% |
| 1Y | +103.0% | +28.0% | +74.9% | +90.7% |
| 3Y | +135.5% | +93.3% | +42.2% | +105.3% |
| All | +190.6% | +171.8% | +18.9% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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