+338.3%
PSX vs TPR
+386.9%
-48.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -7.8% | +12.1% | -19.9% | -11.0% |
| 30D | -9.9% | +16.7% | -26.6% | -14.2% |
| 3M | +16.9% | -17.4% | +34.3% | +22.0% |
| 6M | +48.0% | +2.3% | +45.7% | +43.7% |
| YTD | +98.3% | +7.1% | +91.2% | +86.7% |
| 1Y | +86.2% | +29.5% | +56.7% | +64.4% |
| 3Y | +144.0% | +415.0% | -271.1% | +29.4% |
| 5Y | +287.7% | +261.5% | +26.2% | +120.0% |
| 10Y | +338.3% | +383.3% | -45.0% | +88.3% |
| All | +338.3% | +386.9% | -48.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling