+1,149.3%
PSX vs WU
-19.6%
+1,168.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +6.4% | -5.3% | +11.7% | +8.5% |
| 30D | -10.2% | +9.0% | -19.2% | -13.6% |
| 3M | +17.2% | -3.6% | +20.7% | +17.7% |
| 6M | +51.8% | -19.4% | +71.2% | +60.7% |
| YTD | +108.0% | -21.7% | +129.7% | +121.3% |
| 1Y | +96.1% | -16.1% | +112.2% | +102.4% |
| 3Y | +155.9% | -24.1% | +180.0% | +168.7% |
| 5Y | +306.9% | -44.1% | +351.0% | +373.6% |
| 10Y | +364.5% | -39.6% | +404.1% | +426.2% |
| All | +1,149.3% | -19.6% | +1,168.8% | +1,059.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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