+621.5%
XYZ vs PSX
+353.3%
+268.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.0% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | +11.6% | -8.1% | +19.7% | +14.3% |
| 3M | +8.4% | +15.9% | -7.5% | +1.3% |
| 6M | +17.2% | +49.4% | -32.2% | -1.6% |
| YTD | +31.7% | +104.7% | -73.0% | -3.8% |
| 1Y | +30.1% | +89.1% | -59.0% | -2.3% |
| 3Y | +66.4% | +151.7% | -85.3% | +8.4% |
| 5Y | -62.2% | +298.3% | -360.5% | -80.0% |
| 10Y | +621.5% | +357.1% | +264.5% | +251.0% |
| All | +621.5% | +353.3% | +268.2% | +251.0% |
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