+370.1%
PSX vs STT
+264.2%
+105.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.3% |
| 7D | +2.8% | +2.2% | +0.6% | +1.6% |
| 30D | +27.8% | +3.9% | +23.9% | +24.9% |
| 3M | +42.0% | +19.2% | +22.9% | +27.8% |
| 6M | +58.1% | +60.4% | -2.3% | +18.8% |
| YTD | +105.0% | +51.5% | +53.6% | +58.5% |
| 1Y | +104.9% | +76.3% | +28.6% | +44.3% |
| 3Y | +134.1% | +200.7% | -66.7% | +18.9% |
| 5Y | +363.8% | +157.5% | +206.4% | +142.4% |
| 10Y | +370.1% | +262.0% | +108.1% | +78.9% |
| All | +370.1% | +264.2% | +105.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling