+21.3%
EXC vs PSX
+138.7%
-117.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +1.2% | +2.8% | -1.6% | +1.2% |
| 30D | -2.7% | +27.8% | -30.5% | -2.8% |
| 3M | -1.0% | +42.0% | -43.0% | -1.1% |
| 6M | -9.3% | +58.1% | -67.4% | -9.5% |
| YTD | +3.6% | +105.0% | -101.4% | +3.0% |
| 1Y | +5.9% | +104.9% | -99.0% | +5.2% |
| 3Y | +21.3% | +134.1% | -112.8% | +17.7% |
| All | +21.3% | +138.7% | -117.4% | +17.7% |
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