+302.5%
PSX vs VMC
+42.8%
+259.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | +7.8% | -1.3% | +9.1% | +8.0% |
| 30D | -10.9% | +15.5% | -26.4% | -13.2% |
| 3M | +14.5% | +0.6% | +13.9% | +14.2% |
| 6M | +56.1% | +2.1% | +54.0% | +54.4% |
| YTD | +109.6% | -1.6% | +111.1% | +107.3% |
| 1Y | +95.5% | -1.2% | +96.7% | +93.2% |
| 3Y | +156.2% | +35.3% | +120.9% | +129.3% |
| All | +302.5% | +42.8% | +259.7% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling