+386.6%
PSX vs Z
-5.7%
+392.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.8% | -7.1% | +8.9% | +2.6% |
| 30D | +21.6% | -4.8% | +26.4% | +22.1% |
| 3M | +46.5% | -9.3% | +55.8% | +47.4% |
| 6M | +62.0% | -29.0% | +91.0% | +67.0% |
| YTD | +106.3% | -52.9% | +159.2% | +122.3% |
| 1Y | +103.0% | -63.1% | +166.1% | +124.8% |
| 3Y | +135.5% | -36.9% | +172.4% | +139.3% |
| 5Y | +368.5% | -65.5% | +434.0% | +395.2% |
| 10Y | +386.6% | -3.9% | +390.4% | +281.3% |
| All | +386.6% | -5.7% | +392.3% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling