+365.6%
PSX vs RF
+347.6%
+18.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +4.5% | +1.3% | +3.2% | +3.8% |
| 30D | +26.6% | -3.6% | +30.2% | +29.0% |
| 3M | +39.3% | +8.1% | +31.2% | +32.9% |
| 6M | +56.8% | +11.5% | +45.3% | +45.7% |
| YTD | +101.8% | +15.6% | +86.2% | +83.4% |
| 1Y | +99.6% | +15.7% | +83.9% | +80.4% |
| 3Y | +140.3% | +86.9% | +53.5% | +62.0% |
| 5Y | +339.3% | +89.8% | +249.5% | +179.2% |
| All | +365.6% | +347.6% | +18.0% | +76.3% |
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