-48.8%
SE vs PSX
+97.5%
-146.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +3.3% |
| 7D | +6.7% | -5.2% | +11.8% | +5.4% |
| 30D | -17.2% | -3.7% | -13.5% | -17.7% |
| 3M | -28.0% | +26.8% | -54.8% | -24.0% |
| 6M | -6.1% | +47.3% | -53.4% | +3.1% |
| YTD | -37.1% | +105.4% | -142.6% | -28.8% |
| 1Y | -48.8% | +96.9% | -145.7% | -43.1% |
| All | -48.8% | +97.5% | -146.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling