+62.6%
XYZ vs PSX
+157.7%
-95.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.7% |
| 7D | -1.1% | +7.8% | -8.9% | -2.7% |
| 30D | +11.5% | -10.9% | +22.4% | +14.2% |
| 3M | +1.8% | +14.5% | -12.7% | -3.0% |
| 6M | +21.2% | +56.1% | -34.9% | +4.7% |
| YTD | +29.9% | +109.6% | -79.6% | -1.1% |
| 1Y | +35.8% | +95.5% | -59.8% | +5.9% |
| 3Y | +62.6% | +156.2% | -93.6% | +21.5% |
| All | +62.6% | +157.7% | -95.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling