+451.4%
PSX vs USFR
+28.6%
+422.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -9.9% | +0.4% | -10.3% | -10.0% |
| 3M | +16.9% | +1.1% | +15.9% | +16.5% |
| 6M | +48.0% | +2.1% | +45.9% | +46.9% |
| YTD | +98.3% | +3.4% | +94.9% | +95.9% |
| 1Y | +86.2% | +4.1% | +82.1% | +83.5% |
| 3Y | +144.0% | +14.4% | +129.6% | +133.1% |
| 5Y | +287.7% | +21.4% | +266.3% | +263.1% |
| 10Y | +338.3% | +28.5% | +309.8% | +305.9% |
| All | +451.4% | +28.6% | +422.8% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling