+554.0%
XYZ vs PSX
+295.7%
+258.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +12.1% | -13.1% | +25.3% | +17.8% |
| 30D | +12.4% | -9.5% | +21.9% | +15.7% |
| 3M | +8.2% | +20.2% | -12.0% | -0.6% |
| 6M | +20.7% | +44.9% | -24.2% | +2.3% |
| YTD | +31.3% | +94.4% | -63.1% | -2.5% |
| 1Y | +20.5% | +83.1% | -62.6% | -8.7% |
| 3Y | +72.6% | +132.2% | -59.5% | +15.4% |
| 5Y | -64.0% | +278.8% | -342.8% | -80.7% |
| 10Y | +601.8% | +354.2% | +247.7% | +216.2% |
| All | +554.0% | +295.7% | +258.3% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling