+361.6%
PSX vs USFR
+28.6%
+333.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | -10.9% | +0.4% | -11.3% | -11.2% |
| 3M | +14.5% | +1.1% | +13.4% | +13.3% |
| 6M | +56.1% | +2.0% | +54.1% | +53.0% |
| YTD | +109.6% | +3.5% | +106.1% | +102.9% |
| 1Y | +95.5% | +4.1% | +91.4% | +88.3% |
| 3Y | +156.2% | +14.4% | +141.8% | +128.1% |
| 5Y | +310.0% | +21.4% | +288.6% | +245.4% |
| All | +361.6% | +28.6% | +333.1% | +282.7% |
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