+1,112.1%
PSX vs WY
+90.8%
+1,021.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +4.5% | -1.7% | +6.3% | +5.4% |
| 30D | +26.6% | -10.1% | +36.7% | +32.9% |
| 3M | +39.3% | -5.1% | +44.4% | +41.3% |
| 6M | +56.8% | -4.8% | +61.6% | +57.3% |
| YTD | +101.8% | -0.2% | +102.1% | +97.1% |
| 1Y | +99.6% | -6.6% | +106.2% | +100.8% |
| 3Y | +140.3% | -22.7% | +163.1% | +161.6% |
| 5Y | +339.3% | -22.2% | +361.5% | +363.0% |
| 10Y | +369.9% | +7.3% | +362.6% | +285.3% |
| All | +1,112.1% | +90.8% | +1,021.3% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling