+361.6%
PSX vs UL
+109.3%
+252.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +7.8% | +1.1% | +6.7% | +7.5% |
| 30D | -10.9% | +4.5% | -15.4% | -11.9% |
| 3M | +14.5% | +6.5% | +8.0% | +12.6% |
| 6M | +56.1% | +18.2% | +38.0% | +49.2% |
| YTD | +109.6% | +4.7% | +104.9% | +105.7% |
| 1Y | +95.5% | +0.8% | +94.7% | +93.7% |
| 3Y | +156.2% | +35.9% | +120.3% | +128.2% |
| 5Y | +310.0% | +33.4% | +276.6% | +260.7% |
| All | +361.6% | +109.3% | +252.3% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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