+603.3%
SPY vs PSX
+1,156.9%
-553.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.5% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -2.4% | -8.1% | +5.7% | -0.5% |
| 3M | -1.2% | +15.9% | -17.1% | -5.3% |
| 6M | +3.3% | +49.4% | -46.1% | -7.7% |
| YTD | +12.3% | +104.7% | -92.4% | -8.6% |
| 1Y | +12.4% | +89.1% | -76.6% | -6.7% |
| 3Y | +78.8% | +151.7% | -72.9% | +34.2% |
| 5Y | +75.2% | +298.3% | -223.1% | +12.2% |
| 10Y | +311.1% | +357.1% | -46.0% | +132.4% |
| All | +603.3% | +1,156.9% | -553.6% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling