+461.1%
PSX vs USFR
+27.5%
+433.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | +26.6% | +0.3% | +26.3% | +26.5% |
| 3M | +39.3% | +1.0% | +38.3% | +38.8% |
| 6M | +56.8% | +1.9% | +54.9% | +55.7% |
| YTD | +101.8% | +2.6% | +99.2% | +100.0% |
| 1Y | +99.6% | +4.0% | +95.6% | +96.9% |
| 3Y | +140.3% | +14.1% | +126.2% | +129.9% |
| 5Y | +339.3% | +20.4% | +318.9% | +312.7% |
| 10Y | +369.9% | +28.0% | +341.9% | +336.1% |
| All | +461.1% | +27.5% | +433.5% | +413.3% |
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