+67.1%
V vs PSX
+349.1%
-282.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.6% |
| 30D | +1.9% | +27.8% | -25.9% | -2.6% |
| 3M | +15.5% | +42.0% | -26.5% | +8.1% |
| 6M | +16.6% | +58.1% | -41.5% | +6.6% |
| YTD | +5.7% | +105.0% | -99.3% | -8.3% |
| 1Y | +8.6% | +104.9% | -96.4% | -6.2% |
| 3Y | +52.5% | +134.1% | -81.5% | +25.2% |
| 5Y | +67.1% | +363.8% | -296.7% | +17.6% |
| All | +67.1% | +349.1% | -282.0% | +17.6% |
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 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