+72.6%
XYZ vs PSX
+131.4%
-58.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +12.1% | -13.1% | +25.3% | +15.5% |
| 30D | +12.4% | -9.5% | +21.9% | +14.2% |
| 3M | +8.2% | +20.2% | -12.0% | +1.3% |
| 6M | +20.7% | +44.9% | -24.2% | +6.3% |
| YTD | +31.3% | +94.4% | -63.1% | +2.1% |
| 1Y | +20.5% | +83.1% | -62.6% | -4.4% |
| 3Y | +72.6% | +132.2% | -59.5% | +30.4% |
| All | +72.6% | +131.4% | -58.8% | +30.4% |
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 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