+1,067.6%
PSX vs XRT
+265.1%
+802.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | -13.1% | +0.9% | -14.0% | -13.8% |
| 30D | -9.5% | +7.9% | -17.5% | -13.9% |
| 3M | +20.2% | -0.2% | +20.4% | +19.3% |
| 6M | +44.9% | +5.6% | +39.3% | +38.1% |
| YTD | +94.4% | +5.7% | +88.7% | +83.8% |
| 1Y | +83.1% | +14.6% | +68.5% | +64.5% |
| 3Y | +132.2% | +50.7% | +81.5% | +73.4% |
| 5Y | +278.8% | -4.8% | +283.7% | +265.2% |
| 10Y | +354.2% | +152.6% | +201.5% | +85.5% |
| All | +1,067.6% | +265.1% | +802.4% | +242.6% |
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