+2,521.4%
PWR vs PSX
+386.4%
+2,135.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.8% | +5.0% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | -4.0% | +15.6% | -19.7% | -8.7% |
| 3M | -4.8% | +46.5% | -51.2% | -16.8% |
| 6M | +14.6% | +55.0% | -40.4% | -2.5% |
| YTD | +54.2% | +105.3% | -51.0% | +17.9% |
| 1Y | +67.1% | +101.6% | -34.5% | +28.0% |
| 3Y | +218.5% | +134.1% | +84.3% | +122.5% |
| 5Y | +466.3% | +368.7% | +97.6% | +184.1% |
| All | +2,521.4% | +386.4% | +2,135.0% | +960.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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