+79.0%
SPY vs PSX
+151.6%
-72.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.4% | -8.1% | +5.7% | -1.3% |
| 3M | -1.2% | +15.9% | -17.1% | -3.9% |
| 6M | +3.3% | +49.4% | -46.1% | -4.2% |
| YTD | +12.3% | +104.7% | -92.4% | -4.0% |
| 1Y | +12.4% | +89.1% | -76.6% | -2.1% |
| All | +79.0% | +151.6% | -72.6% | +43.4% |
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