+376.3%
PSX vs USFR
+28.0%
+348.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +15.8% | +0.3% | +15.5% | +15.5% |
| 3M | +43.0% | +1.0% | +42.1% | +41.6% |
| 6M | +61.1% | +1.9% | +59.2% | +58.2% |
| YTD | +104.5% | +2.7% | +101.9% | +99.5% |
| 1Y | +102.5% | +4.0% | +98.5% | +95.2% |
| 3Y | +133.5% | +14.1% | +119.4% | +108.2% |
| 5Y | +367.0% | +20.5% | +346.5% | +295.1% |
| All | +376.3% | +28.0% | +348.3% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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