+25.1%
XYZ vs PSX
+93.2%
-68.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -3.8% |
| 7D | -2.1% | +6.4% | -8.5% | -1.3% |
| 30D | +7.0% | -10.2% | +17.2% | +5.7% |
| 3M | +5.1% | +17.2% | -12.1% | +5.8% |
| 6M | +14.1% | +51.8% | -37.7% | +17.0% |
| YTD | +26.4% | +108.0% | -81.6% | +28.2% |
| 1Y | +25.1% | +96.1% | -71.1% | +25.6% |
| All | +25.1% | +93.2% | -68.1% | +25.6% |
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