+5.6%
XYZ vs PSX
+102.1%
-96.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.1% |
| 7D | +2.9% | +2.8% | 0.0% | +3.0% |
| 30D | +1.4% | +27.8% | -26.4% | +2.6% |
| 3M | +14.6% | +42.0% | -27.5% | +16.6% |
| 6M | +20.8% | +58.1% | -37.4% | +22.0% |
| YTD | +23.1% | +105.0% | -82.0% | +22.8% |
| 1Y | +5.6% | +104.9% | -99.3% | +4.2% |
| All | +5.6% | +102.1% | -96.4% | +4.2% |
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