+363.8%
PSX vs SPY
+81.8%
+282.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 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% | +37.9% |
| 6M | +58.1% | +14.5% | +43.6% | +42.5% |
| YTD | +105.0% | +12.9% | +92.1% | +86.5% |
| 1Y | +104.9% | +19.4% | +85.5% | +78.4% |
| 3Y | +134.1% | +78.5% | +55.6% | +54.3% |
| 5Y | +363.8% | +81.8% | +282.1% | +200.6% |
| All | +363.8% | +81.8% | +282.1% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling