+277.8%
PSX vs STT
+100.0%
+177.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -13.1% | -2.5% | -10.6% | -12.3% |
| 30D | -9.5% | -5.0% | -4.6% | -7.8% |
| 3M | +20.2% | -10.5% | +30.7% | +25.2% |
| 6M | +44.9% | +10.0% | +34.9% | +37.8% |
| YTD | +94.4% | +30.7% | +63.7% | +70.0% |
| 1Y | +83.1% | +43.8% | +39.3% | +53.1% |
| 3Y | +132.2% | +168.1% | -35.9% | +47.3% |
| All | +277.8% | +100.0% | +177.8% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling