+20.7%
XYZ vs PSX
+97.5%
-76.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.5% | +19.8% | +14.5% |
| 7D | +16.5% | -5.2% | +21.7% | +15.7% |
| 30D | +15.0% | -3.7% | +18.7% | +14.2% |
| 3M | +3.5% | +26.8% | -23.2% | +4.9% |
| 6M | +21.9% | +47.3% | -25.4% | +24.8% |
| YTD | +34.6% | +105.4% | -70.8% | +37.2% |
| 1Y | +20.7% | +96.9% | -76.2% | +22.6% |
| All | +20.7% | +97.5% | -76.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling