+192.4%
PSX vs SITM
+4,789.7%
-4,597.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | -0.2% |
| 7D | +1.7% | +3.9% | -2.1% | +1.3% |
| 30D | +15.6% | -6.6% | +22.2% | +16.2% |
| 3M | +46.5% | -11.9% | +58.3% | +46.5% |
| 6M | +55.0% | +81.1% | -26.1% | +39.4% |
| YTD | +105.3% | +80.0% | +25.3% | +83.0% |
| 1Y | +101.6% | +145.8% | -44.2% | +70.1% |
| 3Y | +134.1% | +475.9% | -341.7% | +64.9% |
| 5Y | +368.7% | +189.2% | +179.5% | +230.4% |
| All | +192.4% | +4,789.7% | -4,597.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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