+66.8%
SE vs PSX
+143.8%
-77.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | 0.0% | -7.8% | +7.8% | +0.7% |
| 30D | -19.4% | -9.9% | -9.5% | -18.7% |
| 3M | -33.1% | +16.9% | -50.0% | -34.8% |
| 6M | -11.4% | +48.0% | -59.4% | -16.7% |
| YTD | -39.8% | +98.3% | -138.1% | -47.7% |
| 1Y | -50.5% | +86.2% | -136.6% | -56.4% |
| All | +66.8% | +143.8% | -77.0% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling