+76.4%
V vs PSX
+147.1%
-70.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +0.8% | -7.8% | +8.6% | +1.9% |
| 30D | +9.9% | -9.9% | +19.8% | +11.4% |
| 3M | +17.5% | +16.9% | +0.6% | +14.1% |
| 6M | +33.5% | +48.0% | -14.5% | +24.4% |
| YTD | +21.6% | +98.3% | -76.8% | +6.7% |
| 1Y | +27.6% | +86.2% | -58.6% | +13.2% |
| 3Y | +76.4% | +144.0% | -67.6% | +45.9% |
| All | +76.4% | +147.1% | -70.7% | +45.9% |
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