+1,131.3%
PSX vs UUUU
+8.3%
+1,123.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | +2.8% | +2.8% | 0.0% | +2.5% |
| 30D | +27.8% | +3.4% | +24.4% | +27.0% |
| 3M | +42.0% | -3.9% | +45.9% | +41.5% |
| 6M | +58.1% | -23.2% | +81.3% | +59.6% |
| YTD | +105.0% | +0.6% | +104.5% | +97.5% |
| 1Y | +104.9% | +22.9% | +82.1% | +88.6% |
| 3Y | +134.1% | +98.6% | +35.4% | +92.9% |
| 5Y | +363.8% | +130.2% | +233.6% | +257.2% |
| 10Y | +370.1% | +519.5% | -149.4% | +184.9% |
| All | +1,131.3% | +8.3% | +1,123.0% | +672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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