+1,091.2%
PSX vs XRT
+277.1%
+814.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | -7.8% | +4.1% | -11.9% | -10.1% |
| 30D | -9.9% | +9.9% | -19.8% | -15.2% |
| 3M | +16.9% | +2.3% | +14.7% | +14.5% |
| 6M | +48.0% | +9.6% | +38.4% | +38.0% |
| YTD | +98.3% | +9.1% | +89.2% | +84.1% |
| 1Y | +86.2% | +16.2% | +69.9% | +66.0% |
| 3Y | +144.0% | +60.1% | +83.9% | +75.8% |
| 5Y | +287.7% | -0.5% | +288.2% | +263.5% |
| 10Y | +338.3% | +145.1% | +193.2% | +84.4% |
| All | +1,091.2% | +277.1% | +814.1% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling