+386.6%
PSX vs SM
+16.0%
+370.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | +1.8% | -0.2% | +2.1% | +1.9% |
| 30D | +21.6% | +20.3% | +1.4% | +16.1% |
| 3M | +46.5% | +22.9% | +23.5% | +38.3% |
| 6M | +62.0% | +47.8% | +14.2% | +45.4% |
| YTD | +106.3% | +107.5% | -1.1% | +69.7% |
| 1Y | +103.0% | +51.7% | +51.2% | +79.3% |
| 3Y | +135.5% | -0.9% | +136.4% | +125.2% |
| 5Y | +368.5% | +112.2% | +256.3% | +266.7% |
| 10Y | +386.6% | +20.3% | +366.2% | +163.2% |
| All | +386.6% | +16.0% | +370.6% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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