+1,149.3%
PSX vs UL
+198.9%
+950.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +6.4% | -2.5% | +8.9% | +7.2% |
| 30D | -10.2% | +5.7% | -15.9% | -11.8% |
| 3M | +17.2% | +7.0% | +10.2% | +14.4% |
| 6M | +51.8% | +16.1% | +35.7% | +43.8% |
| YTD | +108.0% | +3.6% | +104.4% | +103.3% |
| 1Y | +96.1% | -1.4% | +97.5% | +94.6% |
| 3Y | +155.9% | +34.1% | +121.8% | +122.6% |
| 5Y | +306.9% | +32.0% | +274.9% | +247.6% |
| 10Y | +364.5% | +104.7% | +259.8% | +211.1% |
| All | +1,149.3% | +198.9% | +950.4% | +564.9% |
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