+108.2%
T vs PSX
+138.7%
-30.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.5% | +2.8% | -4.4% | -1.8% |
| 30D | +7.6% | +27.8% | -20.2% | +5.2% |
| 3M | +15.3% | +42.0% | -26.7% | +11.6% |
| 6M | -8.5% | +58.1% | -66.6% | -12.1% |
| YTD | +6.8% | +105.0% | -98.3% | +0.7% |
| 1Y | -7.2% | +104.9% | -112.2% | -12.6% |
| 3Y | +108.2% | +134.1% | -25.8% | +87.0% |
| All | +108.2% | +138.7% | -30.4% | +87.0% |
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