+135.3%
PSX vs UL
+21.6%
+113.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +1.8% | -3.2% | +5.1% | +1.7% |
| 30D | +21.6% | -0.6% | +22.2% | +21.6% |
| 3M | +46.5% | +9.4% | +37.0% | +47.0% |
| 6M | +62.0% | -4.1% | +66.1% | +62.7% |
| YTD | +106.3% | -2.0% | +108.3% | +107.4% |
| 1Y | +103.0% | -9.0% | +111.9% | +104.3% |
| All | +135.3% | +21.6% | +113.7% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling