-67.0%
SE vs PSX
+349.1%
-416.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | -0.1% | +27.8% | -27.8% | -6.1% |
| 3M | +34.1% | +42.0% | -7.9% | +22.3% |
| 6M | +23.2% | +58.1% | -34.9% | +8.1% |
| YTD | -11.2% | +105.0% | -116.2% | -28.4% |
| 1Y | -40.5% | +104.9% | -145.4% | -52.4% |
| 3Y | +196.3% | +134.1% | +62.2% | +118.5% |
| 5Y | -67.0% | +363.8% | -430.9% | -79.8% |
| All | -67.0% | +349.1% | -416.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling