+346.6%
PSX vs RF
+279.4%
+67.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -13.1% | -0.9% | -12.2% | -12.7% |
| 30D | -9.5% | +6.0% | -15.6% | -12.5% |
| 3M | +20.2% | -8.9% | +29.1% | +25.9% |
| 6M | +44.9% | +2.3% | +42.6% | +41.5% |
| YTD | +94.4% | +7.6% | +86.9% | +83.0% |
| 1Y | +83.1% | +21.2% | +61.9% | +61.0% |
| 3Y | +132.2% | +108.5% | +23.6% | +47.8% |
| 5Y | +278.8% | +43.2% | +235.6% | +183.2% |
| All | +346.6% | +279.4% | +67.2% | +93.5% |
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