+363.8%
PSX vs XRT
-1.7%
+365.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +2.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +27.8% | -5.6% | +33.4% | +30.4% |
| 3M | +42.0% | +2.5% | +39.5% | +40.0% |
| 6M | +58.1% | +3.7% | +54.4% | +54.4% |
| YTD | +105.0% | +1.0% | +104.1% | +102.2% |
| 1Y | +104.9% | -1.2% | +106.1% | +103.5% |
| 3Y | +134.1% | +43.4% | +90.7% | +100.2% |
| 5Y | +363.8% | -0.7% | +364.6% | +363.8% |
| All | +363.8% | -1.7% | +365.5% | +363.8% |
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