+13.5%
U vs PSX
+138.7%
-125.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | +4.5% | +2.8% | +1.6% | +3.6% |
| 30D | -0.6% | +27.8% | -28.3% | -7.4% |
| 3M | +48.4% | +42.0% | +6.4% | +33.6% |
| 6M | +115.4% | +58.1% | +57.3% | +86.0% |
| YTD | -3.2% | +105.0% | -108.2% | -25.0% |
| 1Y | -6.0% | +104.9% | -111.0% | -27.6% |
| 3Y | +13.5% | +134.1% | -120.6% | -26.2% |
| All | +13.5% | +138.7% | -125.2% | -26.2% |
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