-6.4%
T vs PSX
+97.5%
-103.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +2.7% |
| 7D | +5.5% | -5.2% | +10.6% | +6.3% |
| 30D | -8.9% | -3.7% | -5.2% | -8.6% |
| 3M | -5.6% | +26.8% | -32.3% | -9.8% |
| 6M | -14.3% | +47.3% | -61.6% | -20.6% |
| YTD | -7.9% | +105.4% | -113.3% | -19.0% |
| 1Y | -6.4% | +96.9% | -103.3% | -17.5% |
| All | -6.4% | +97.5% | -103.9% | -17.5% |
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 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