+160.8%
EXC vs PSX
+377.2%
-216.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | -0.9% | +21.6% | -22.5% | -4.4% |
| 3M | -2.7% | +46.5% | -49.1% | -9.5% |
| 6M | -9.4% | +62.0% | -71.4% | -17.5% |
| YTD | +3.0% | +106.3% | -103.3% | -10.7% |
| 1Y | +5.1% | +103.0% | -97.8% | -8.9% |
| 3Y | +20.6% | +135.5% | -114.9% | -1.1% |
| 5Y | +45.7% | +368.5% | -322.8% | -2.3% |
| 10Y | +160.8% | +386.6% | -225.7% | +49.5% |
| All | +160.8% | +377.2% | -216.4% | +49.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling