+638.0%
XYZ vs PSX
+363.6%
+274.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.5% |
| 7D | +14.9% | -8.0% | +22.9% | +18.2% |
| 30D | +14.7% | -9.0% | +23.7% | +17.9% |
| 3M | +12.1% | +24.7% | -12.6% | +1.7% |
| 6M | +18.3% | +49.3% | -31.0% | -0.6% |
| YTD | +36.1% | +100.2% | -64.1% | +0.2% |
| 1Y | +35.3% | +88.8% | -53.5% | +1.7% |
| 3Y | +73.5% | +152.5% | -79.0% | +12.8% |
| 5Y | -61.6% | +283.2% | -344.8% | -79.4% |
| 10Y | +638.0% | +345.8% | +292.2% | +266.7% |
| All | +638.0% | +363.6% | +274.4% | +266.7% |
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