+375.2%
V vs PSX
+388.9%
-13.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -2.9% | +1.8% | -4.7% | -3.4% |
| 30D | +1.9% | +21.6% | -19.8% | -3.9% |
| 3M | +13.2% | +46.5% | -33.2% | +0.8% |
| 6M | +16.7% | +62.0% | -45.3% | +0.3% |
| YTD | +5.4% | +106.3% | -100.9% | -16.2% |
| 1Y | +7.7% | +103.0% | -95.3% | -14.4% |
| 3Y | +52.0% | +135.5% | -83.5% | +11.9% |
| 5Y | +67.7% | +368.5% | -300.8% | -7.0% |
| All | +375.2% | +388.9% | -13.7% | +133.4% |
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