+177.9%
EXC vs PSX
+1,139.4%
-961.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +0.3% | +4.5% | -4.3% | -0.5% |
| 30D | -3.7% | +26.6% | -30.3% | -7.7% |
| 3M | -1.3% | +39.3% | -40.6% | -7.1% |
| 6M | -9.7% | +56.8% | -66.5% | -17.1% |
| YTD | +2.9% | +101.8% | -98.9% | -10.0% |
| 1Y | +4.4% | +99.6% | -95.2% | -8.8% |
| 3Y | +22.2% | +140.3% | -118.1% | +0.7% |
| 5Y | +46.7% | +339.3% | -292.6% | +3.1% |
| 10Y | +155.3% | +369.9% | -214.5% | +62.7% |
| All | +177.9% | +1,139.4% | -961.5% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling