+1,112.1%
PSX vs UL
+190.6%
+921.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +4.5% | -1.3% | +5.9% | +5.0% |
| 30D | +26.6% | +0.5% | +26.1% | +26.4% |
| 3M | +39.3% | +17.6% | +21.7% | +31.8% |
| 6M | +56.8% | -5.4% | +62.2% | +58.6% |
| YTD | +101.8% | +0.7% | +101.1% | +99.5% |
| 1Y | +99.6% | -9.3% | +108.9% | +104.0% |
| 3Y | +140.3% | +24.5% | +115.8% | +115.1% |
| 5Y | +339.3% | +23.2% | +316.1% | +286.5% |
| 10Y | +369.9% | +64.5% | +305.4% | +253.8% |
| All | +1,112.1% | +190.6% | +921.5% | +552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling