+357.1%
PSX vs SPY
+311.8%
+45.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.9% |
| 7D | -0.4% | -0.9% | +0.5% | +0.6% |
| 30D | -8.1% | -2.4% | -5.7% | -6.2% |
| 3M | +15.9% | -1.2% | +17.1% | +16.7% |
| 6M | +49.4% | +3.3% | +46.1% | +43.0% |
| YTD | +104.7% | +12.3% | +92.4% | +78.4% |
| 1Y | +89.1% | +12.4% | +76.6% | +64.4% |
| 3Y | +151.7% | +78.8% | +72.9% | +33.9% |
| 5Y | +298.3% | +75.2% | +223.1% | +111.9% |
| 10Y | +357.1% | +311.1% | +46.0% | -4.1% |
| All | +357.1% | +311.8% | +45.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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