+386.6%
PSX vs XRT
+120.9%
+265.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.5% |
| 7D | +1.8% | -2.4% | +4.2% | +3.2% |
| 30D | +21.6% | -6.9% | +28.6% | +26.4% |
| 3M | +46.5% | -0.4% | +46.9% | +45.8% |
| 6M | +62.0% | +2.2% | +59.8% | +57.6% |
| YTD | +106.3% | -0.7% | +107.0% | +103.8% |
| 1Y | +103.0% | -2.0% | +105.0% | +101.3% |
| 3Y | +135.5% | +41.0% | +94.5% | +86.2% |
| 5Y | +368.5% | -3.3% | +371.8% | +348.6% |
| 10Y | +386.6% | +124.8% | +261.7% | +111.5% |
| All | +386.6% | +120.9% | +265.6% | +111.5% |
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