+386.6%
PSX vs XHB
+202.9%
+183.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | +1.8% | -1.9% | +3.7% | +2.8% |
| 30D | +21.6% | -8.3% | +30.0% | +26.9% |
| 3M | +46.5% | -7.1% | +53.6% | +50.0% |
| 6M | +62.0% | -5.3% | +67.3% | +61.5% |
| YTD | +106.3% | -3.2% | +109.5% | +102.3% |
| 1Y | +103.0% | -13.9% | +116.8% | +112.0% |
| 3Y | +135.5% | +24.9% | +110.6% | +91.6% |
| 5Y | +368.5% | +34.5% | +334.0% | +248.3% |
| 10Y | +386.6% | +215.5% | +171.1% | +87.7% |
| All | +386.6% | +202.9% | +183.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling