-39.0%
U vs PSX
+442.7%
-481.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.8% | +4.5% | -8.4% | -4.6% |
| 30D | +17.5% | +26.6% | -9.2% | +12.8% |
| 3M | +38.7% | +39.3% | -0.5% | +30.8% |
| 6M | +104.4% | +56.8% | +47.6% | +88.1% |
| YTD | -5.7% | +101.8% | -107.5% | -17.7% |
| 1Y | +3.7% | +99.6% | -95.9% | -9.5% |
| 3Y | +12.3% | +140.3% | -128.0% | -6.0% |
| 5Y | -68.8% | +339.3% | -408.2% | -74.2% |
| All | -39.0% | +442.7% | -481.7% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling