+66.1%
T vs PSX
+151.6%
-85.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.2% |
| 7D | +2.0% | -0.4% | +2.3% | +2.0% |
| 30D | -1.0% | -8.1% | +7.1% | -0.4% |
| 3M | -8.1% | +15.9% | -24.0% | -9.5% |
| 6M | -8.3% | +49.4% | -57.6% | -11.8% |
| YTD | -6.1% | +104.7% | -110.8% | -11.6% |
| 1Y | -7.4% | +89.1% | -96.5% | -12.5% |
| All | +66.1% | +151.6% | -85.5% | +44.9% |
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