+62.5%
T vs PSX
+368.0%
-305.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.5% | +7.8% | -5.3% | +0.9% |
| 30D | -3.8% | -10.9% | +7.1% | -1.6% |
| 3M | -8.7% | +14.5% | -23.2% | -11.7% |
| 6M | -8.1% | +56.1% | -64.2% | -17.0% |
| YTD | -6.4% | +109.6% | -116.0% | -21.0% |
| 1Y | -9.8% | +95.5% | -105.3% | -22.8% |
| 3Y | +65.5% | +156.2% | -90.7% | +29.6% |
| 5Y | +57.0% | +310.0% | -253.0% | +5.5% |
| All | +62.5% | +368.0% | -305.6% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling