+132.2%
PSX vs SM
-20.0%
+152.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -13.1% | -25.9% | +12.8% | -3.0% |
| 30D | -9.5% | -15.1% | +5.6% | -4.1% |
| 3M | +20.2% | +4.9% | +15.3% | +16.7% |
| 6M | +44.9% | +6.1% | +38.8% | +38.3% |
| YTD | +94.4% | +63.4% | +31.0% | +53.8% |
| 1Y | +83.1% | +72.5% | +10.6% | +41.4% |
| 3Y | +132.2% | -16.9% | +149.0% | +127.7% |
| All | +132.2% | -20.0% | +152.2% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling