-72.4%
U vs PSX
+287.9%
-360.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +24.4% | -7.8% | +32.2% | +26.5% |
| 30D | +7.4% | -9.9% | +17.3% | +9.4% |
| 3M | +16.8% | +16.9% | -0.1% | +10.6% |
| 6M | +78.8% | +48.0% | +30.8% | +57.7% |
| YTD | +14.0% | +98.3% | -84.4% | -9.5% |
| 1Y | +16.7% | +86.2% | -69.5% | -5.6% |
| 3Y | +86.4% | +144.0% | -57.6% | +34.8% |
| All | -72.4% | +287.9% | -360.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling