+368.5%
PSX vs EAT
+310.8%
+57.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.0% |
| 7D | +1.8% | -6.8% | +8.6% | +2.6% |
| 30D | +21.6% | -5.4% | +27.0% | +22.2% |
| 3M | +46.5% | +42.8% | +3.7% | +40.0% |
| 6M | +62.0% | +56.5% | +5.5% | +52.1% |
| YTD | +106.3% | +50.0% | +56.3% | +94.3% |
| 1Y | +103.0% | +38.3% | +64.7% | +92.7% |
| 3Y | +135.5% | +591.6% | -456.1% | +75.2% |
| 5Y | +368.5% | +312.6% | +55.9% | +277.3% |
| All | +368.5% | +310.8% | +57.7% | +277.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling