+135.3%
PSX vs WY
-23.0%
+158.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +1.8% | -1.7% | +3.5% | +2.3% |
| 30D | +21.6% | -9.9% | +31.5% | +25.2% |
| 3M | +46.5% | -7.5% | +54.0% | +49.1% |
| 6M | +62.0% | -5.1% | +67.1% | +62.2% |
| YTD | +106.3% | -2.1% | +108.4% | +103.2% |
| 1Y | +103.0% | -7.3% | +110.3% | +104.5% |
| All | +135.3% | -23.0% | +158.3% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling