+1,129.2%
PSX vs EAT
+827.3%
+301.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.6% |
| 7D | -0.4% | -8.9% | +8.6% | +1.6% |
| 30D | -8.1% | +3.4% | -11.5% | -9.1% |
| 3M | +15.9% | -9.3% | +25.2% | +17.1% |
| 6M | +49.4% | +43.8% | +5.6% | +35.8% |
| YTD | +104.7% | +39.9% | +64.8% | +84.8% |
| 1Y | +89.1% | +89.7% | -0.6% | +58.4% |
| 3Y | +151.7% | +491.3% | -339.5% | +54.4% |
| 5Y | +298.3% | +365.4% | -67.1% | +143.9% |
| 10Y | +357.1% | +325.9% | +31.2% | +148.5% |
| All | +1,129.2% | +827.3% | +301.9% | +469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling