+345.0%
PSX vs XRT
-1.0%
+346.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +4.5% | +0.8% | +3.7% | +4.2% |
| 30D | +26.6% | -4.2% | +30.8% | +28.5% |
| 3M | +39.3% | +5.1% | +34.2% | +36.0% |
| 6M | +56.8% | +2.4% | +54.4% | +54.1% |
| YTD | +101.8% | +3.2% | +98.6% | +97.5% |
| 1Y | +99.6% | +1.5% | +98.1% | +96.3% |
| 3Y | +140.3% | +40.6% | +99.8% | +106.7% |
| All | +345.0% | -1.0% | +346.0% | +344.7% |
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