+361.6%
PSX vs RF
+223.4%
+138.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | +7.8% | +1.9% | +5.9% | +6.7% |
| 30D | -10.9% | +7.3% | -18.2% | -14.3% |
| 3M | +14.5% | -7.9% | +22.4% | +19.3% |
| 6M | +56.1% | +10.5% | +45.6% | +46.3% |
| YTD | +109.6% | +9.6% | +99.9% | +95.2% |
| 1Y | +95.5% | +20.3% | +75.2% | +72.7% |
| 3Y | +156.2% | +119.5% | +36.7% | +58.0% |
| 5Y | +310.0% | +48.2% | +261.8% | +200.1% |
| All | +361.6% | +223.4% | +138.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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