+277.8%
PSX vs XRT
-5.3%
+283.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -13.1% | +0.9% | -14.0% | -13.5% |
| 30D | -9.5% | +7.9% | -17.5% | -12.2% |
| 3M | +20.2% | -0.2% | +20.4% | +19.8% |
| 6M | +44.9% | +5.6% | +39.3% | +40.7% |
| YTD | +94.4% | +5.7% | +88.7% | +88.0% |
| 1Y | +83.1% | +14.6% | +68.5% | +71.0% |
| 3Y | +132.2% | +50.7% | +81.5% | +95.0% |
| All | +277.8% | -5.3% | +283.1% | +298.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling