+40.1%
EXC vs PSX
+280.1%
-240.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | +0.1% | -7.8% | +7.9% | +0.5% |
| 30D | +9.0% | -9.9% | +18.9% | +9.6% |
| 3M | +3.3% | +16.9% | -13.7% | +2.1% |
| 6M | +5.7% | +48.0% | -42.3% | +2.7% |
| YTD | +7.3% | +98.3% | -91.0% | +1.9% |
| 1Y | +2.9% | +86.2% | -83.2% | -1.8% |
| 3Y | +29.3% | +144.0% | -114.7% | +18.4% |
| 5Y | +40.1% | +287.7% | -247.7% | +20.4% |
| All | +40.1% | +280.1% | -240.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling