+368.5%
PSX vs SITM
+164.5%
+204.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +1.8% | +3.7% | -1.9% | +1.5% |
| 30D | +21.6% | -14.5% | +36.1% | +22.9% |
| 3M | +46.5% | -10.6% | +57.0% | +46.2% |
| 6M | +62.0% | +65.5% | -3.5% | +50.8% |
| YTD | +106.3% | +67.0% | +39.3% | +90.5% |
| 1Y | +103.0% | +138.6% | -35.6% | +78.4% |
| 3Y | +135.5% | +421.8% | -286.3% | +82.5% |
| 5Y | +368.5% | +172.4% | +196.1% | +253.2% |
| All | +368.5% | +164.5% | +204.0% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling