+2.9%
EXC vs PSX
+87.5%
-84.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.3% |
| 7D | +0.1% | -7.8% | +7.9% | -0.2% |
| 30D | +9.0% | -9.9% | +18.9% | +8.7% |
| 3M | +3.3% | +16.9% | -13.7% | +4.0% |
| 6M | +5.7% | +48.0% | -42.3% | +7.3% |
| YTD | +7.3% | +98.3% | -91.0% | +10.9% |
| 1Y | +2.9% | +86.2% | -83.2% | +6.0% |
| All | +2.9% | +87.5% | -84.6% | +6.0% |
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