+363.8%
PSX vs SM
+111.2%
+252.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.2% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +27.8% | +31.5% | -3.8% | +15.0% |
| 3M | +42.0% | +17.3% | +24.7% | +32.3% |
| 6M | +58.1% | +48.5% | +9.6% | +33.3% |
| YTD | +105.0% | +106.3% | -1.2% | +51.3% |
| 1Y | +104.9% | +47.3% | +57.6% | +70.5% |
| 3Y | +134.1% | -1.4% | +135.5% | +115.5% |
| 5Y | +363.8% | +114.0% | +249.8% | +218.7% |
| All | +363.8% | +111.2% | +252.6% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling