+368.5%
PSX vs USFR
+20.4%
+348.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | +21.6% | +0.3% | +21.4% | +21.5% |
| 3M | +46.5% | +1.0% | +45.5% | +45.8% |
| 6M | +62.0% | +1.9% | +60.1% | +61.4% |
| YTD | +106.3% | +2.7% | +103.7% | +105.8% |
| 1Y | +103.0% | +4.0% | +99.0% | +102.4% |
| 3Y | +135.5% | +14.0% | +121.5% | +150.9% |
| 5Y | +368.5% | +20.4% | +348.1% | +396.0% |
| All | +368.5% | +20.4% | +348.1% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling