+362.6%
PSX vs WY
-22.2%
+384.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.7% | -4.2% | +5.9% | +3.2% |
| 30D | +15.6% | -10.1% | +25.7% | +19.8% |
| 3M | +46.5% | -8.5% | +55.0% | +50.0% |
| 6M | +55.0% | -3.3% | +58.4% | +54.1% |
| YTD | +105.3% | -4.4% | +109.7% | +104.3% |
| 1Y | +101.6% | -11.5% | +113.1% | +107.0% |
| 3Y | +134.1% | -24.3% | +158.5% | +152.3% |
| All | +362.6% | -22.2% | +384.8% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling