+5.1%
EXC vs PSX
+104.4%
-99.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.5% |
| 7D | +0.3% | +1.8% | -1.5% | +0.4% |
| 30D | -0.9% | +21.6% | -22.5% | +0.2% |
| 3M | -2.7% | +46.5% | -49.1% | -0.8% |
| 6M | -9.4% | +62.0% | -71.4% | -6.7% |
| YTD | +3.0% | +106.3% | -103.3% | +8.1% |
| 1Y | +5.1% | +103.0% | -97.8% | +10.6% |
| All | +5.1% | +104.4% | -99.3% | +10.6% |
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