+144.0%
PSX vs SPY
+78.4%
+65.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -7.8% | -0.6% | -7.2% | -7.5% |
| 30D | -9.9% | -3.7% | -6.2% | -7.8% |
| 3M | +16.9% | -2.7% | +19.7% | +18.7% |
| 6M | +48.0% | +2.2% | +45.8% | +44.5% |
| YTD | +98.3% | +10.8% | +87.5% | +80.9% |
| 1Y | +86.2% | +11.2% | +74.9% | +69.1% |
| 3Y | +144.0% | +76.5% | +67.5% | +58.6% |
| All | +144.0% | +78.4% | +65.6% | +58.6% |
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