-77.0%
SE vs PSX
+287.9%
-364.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | 0.0% | -7.8% | +7.8% | +1.8% |
| 30D | -19.4% | -9.9% | -9.5% | -17.7% |
| 3M | -33.1% | +16.9% | -50.0% | -36.2% |
| 6M | -11.4% | +48.0% | -59.4% | -21.0% |
| YTD | -39.8% | +98.3% | -138.1% | -51.6% |
| 1Y | -50.5% | +86.2% | -136.6% | -59.6% |
| 3Y | +68.9% | +144.0% | -75.1% | +20.2% |
| All | -77.0% | +287.9% | -364.8% | -85.9% |
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