+386.6%
PSX vs SPY
+312.5%
+74.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +1.8% | -0.4% | +2.2% | +2.2% |
| 30D | +21.6% | -1.4% | +23.0% | +23.2% |
| 3M | +46.5% | +3.7% | +42.8% | +40.4% |
| 6M | +62.0% | +13.0% | +49.0% | +41.1% |
| YTD | +106.3% | +12.4% | +93.9% | +80.3% |
| 1Y | +103.0% | +18.5% | +84.4% | +67.3% |
| 3Y | +135.5% | +77.6% | +57.9% | +26.3% |
| 5Y | +368.5% | +81.7% | +286.8% | +138.4% |
| 10Y | +386.6% | +319.7% | +66.9% | -3.3% |
| All | +386.6% | +312.5% | +74.1% | -3.3% |
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