+134.1%
PSX vs XHB
+26.5%
+107.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +27.8% | -9.1% | +36.8% | +30.9% |
| 3M | +42.0% | -2.3% | +44.4% | +41.4% |
| 6M | +58.1% | -4.1% | +62.2% | +57.4% |
| YTD | +105.0% | -1.7% | +106.7% | +101.1% |
| 1Y | +104.9% | -15.1% | +120.0% | +114.8% |
| 3Y | +134.1% | +26.8% | +107.2% | +106.8% |
| All | +134.1% | +26.5% | +107.6% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling