+358.2%
PSX vs XRT
+135.4%
+222.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.6% |
| 7D | +6.4% | -0.4% | +6.9% | +6.6% |
| 30D | -10.2% | +7.5% | -17.7% | -14.2% |
| 3M | +17.2% | +2.3% | +14.8% | +14.8% |
| 6M | +51.8% | +12.8% | +38.9% | +39.8% |
| YTD | +108.0% | +7.1% | +101.0% | +95.9% |
| 1Y | +96.1% | +12.3% | +83.9% | +79.4% |
| 3Y | +155.9% | +57.0% | +98.9% | +89.5% |
| 5Y | +306.9% | -4.3% | +311.2% | +296.2% |
| All | +358.2% | +135.4% | +222.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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