+604.5%
XYZ vs PSX
+377.2%
+227.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.7% | +1.8% | -5.5% | -4.4% |
| 30D | +0.5% | +21.6% | -21.1% | -6.8% |
| 3M | +16.3% | +46.5% | -30.2% | -0.3% |
| 6M | +21.1% | +62.0% | -40.9% | -1.2% |
| YTD | +22.0% | +106.3% | -84.3% | -10.1% |
| 1Y | +5.2% | +103.0% | -97.8% | -22.5% |
| 3Y | +49.6% | +135.5% | -85.9% | +1.3% |
| 5Y | -68.4% | +368.5% | -436.9% | -84.2% |
| 10Y | +604.5% | +386.6% | +218.0% | +251.4% |
| All | +604.5% | +377.2% | +227.3% | +251.4% |
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