+134.1%
PSX vs SPY
+78.7%
+55.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | +27.8% | -0.9% | +28.7% | +28.5% |
| 3M | +42.0% | +3.9% | +38.1% | +37.8% |
| 6M | +58.1% | +14.5% | +43.6% | +41.4% |
| YTD | +105.0% | +12.9% | +92.1% | +85.3% |
| 1Y | +104.9% | +19.4% | +85.5% | +75.5% |
| 3Y | +134.1% | +78.5% | +55.6% | +47.7% |
| All | +134.1% | +78.7% | +55.3% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling