+1,091.2%
PSX vs UL
+200.9%
+890.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -7.8% | +2.6% | -10.4% | -8.6% |
| 30D | -9.9% | +6.8% | -16.6% | -11.8% |
| 3M | +16.9% | +5.7% | +11.2% | +14.6% |
| 6M | +48.0% | +15.9% | +32.1% | +40.3% |
| YTD | +98.3% | +4.3% | +94.1% | +93.5% |
| 1Y | +86.2% | -0.4% | +86.6% | +84.2% |
| 3Y | +144.0% | +35.0% | +109.0% | +111.8% |
| 5Y | +287.7% | +31.6% | +256.1% | +232.0% |
| 10Y | +338.3% | +104.6% | +233.7% | +194.1% |
| All | +1,091.2% | +200.9% | +890.4% | +532.8% |
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