+101.6%
PSX vs VMC
-14.0%
+115.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | +1.7% | -3.8% | +5.5% | +1.0% |
| 30D | +15.6% | -9.7% | +25.3% | +13.6% |
| 3M | +46.5% | -9.6% | +56.1% | +44.2% |
| 6M | +55.0% | -4.8% | +59.8% | +53.5% |
| YTD | +105.3% | -10.9% | +116.2% | +102.4% |
| 1Y | +101.6% | -15.6% | +117.2% | +100.0% |
| All | +101.6% | -14.0% | +115.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling