+361.6%
PSX vs EAT
+320.8%
+40.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +7.8% | -4.0% | +11.8% | +8.7% |
| 30D | -10.9% | -2.9% | -8.0% | -10.7% |
| 3M | +14.5% | -16.9% | +31.4% | +18.0% |
| 6M | +56.1% | +57.0% | -0.8% | +39.4% |
| YTD | +109.6% | +38.2% | +71.4% | +89.7% |
| 1Y | +95.5% | +69.3% | +26.2% | +68.2% |
| 3Y | +156.2% | +483.0% | -326.8% | +57.2% |
| 5Y | +310.0% | +364.1% | -54.1% | +150.4% |
| All | +361.6% | +320.8% | +40.8% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling