+1,091.2%
PSX vs EAT
+801.5%
+289.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.1% |
| 7D | -7.8% | -5.9% | -1.9% | -6.8% |
| 30D | -9.9% | +0.7% | -10.5% | -10.4% |
| 3M | +16.9% | -14.2% | +31.2% | +19.5% |
| 6M | +48.0% | +40.7% | +7.3% | +35.1% |
| YTD | +98.3% | +36.0% | +62.4% | +80.1% |
| 1Y | +86.2% | +83.1% | +3.1% | +57.1% |
| 3Y | +144.0% | +474.8% | -330.8% | +50.5% |
| 5Y | +287.7% | +347.6% | -59.9% | +139.4% |
| 10Y | +338.3% | +321.5% | +16.8% | +138.7% |
| All | +1,091.2% | +801.5% | +289.7% | +455.2% |
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