+266.7%
PSX vs S
-57.8%
+324.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | +2.8% | -5.8% | +8.6% | +3.1% |
| 30D | +27.8% | -9.2% | +37.0% | +28.2% |
| 3M | +42.0% | +23.4% | +18.7% | +40.4% |
| 6M | +58.1% | +36.9% | +21.2% | +55.3% |
| YTD | +105.0% | +29.5% | +75.5% | +101.7% |
| 1Y | +104.9% | +5.4% | +99.5% | +103.3% |
| 3Y | +134.1% | +14.7% | +119.4% | +129.7% |
| 5Y | +363.8% | -71.5% | +435.4% | +363.5% |
| All | +266.7% | -57.8% | +324.4% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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