+12.0%
SPY vs PSX
+93.2%
-81.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.3% |
| 7D | +3.3% | +6.4% | -3.1% | +3.5% |
| 30D | -2.7% | -10.2% | +7.5% | -3.4% |
| 3M | -1.7% | +17.2% | -18.9% | -0.8% |
| 6M | +3.1% | +51.8% | -48.7% | +5.8% |
| YTD | +11.9% | +108.0% | -96.1% | +13.3% |
| 1Y | +12.0% | +96.1% | -84.1% | +13.9% |
| All | +12.0% | +93.2% | -81.2% | +13.9% |
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 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