+611.2%
SPY vs PSX
+1,139.4%
-528.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | +4.5% | -4.4% | -1.0% |
| 30D | +0.1% | +26.6% | -26.6% | -6.0% |
| 3M | +2.0% | +39.3% | -37.3% | -6.8% |
| 6M | +13.0% | +56.8% | -43.8% | -0.5% |
| YTD | +13.5% | +101.8% | -88.3% | -6.9% |
| 1Y | +20.0% | +99.6% | -79.6% | -1.6% |
| 3Y | +77.2% | +140.3% | -63.2% | +35.0% |
| 5Y | +81.9% | +339.3% | -257.5% | +13.2% |
| 10Y | +314.1% | +369.9% | -55.8% | +133.1% |
| All | +611.2% | +1,139.4% | -528.3% | +229.6% |
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