-35.7%
U vs PSX
+452.0%
-487.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +5.5% | +1.7% | +3.8% | +5.2% |
| 30D | -1.3% | +15.6% | -16.9% | -3.7% |
| 3M | +64.6% | +46.5% | +18.1% | +53.9% |
| 6M | +119.4% | +55.0% | +64.4% | +102.4% |
| YTD | -0.5% | +105.3% | -105.8% | -13.4% |
| 1Y | +1.3% | +101.6% | -100.3% | -11.7% |
| 3Y | +15.6% | +134.1% | -118.5% | -3.1% |
| 5Y | -67.5% | +368.7% | -436.1% | -73.1% |
| All | -35.7% | +452.0% | -487.7% | -37.5% |
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 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