+361.6%
PSX vs EFV
+163.3%
+198.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | +7.8% | +2.5% | +5.3% | +4.9% |
| 30D | -10.9% | +2.9% | -13.8% | -13.9% |
| 3M | +14.5% | -1.4% | +15.9% | +15.6% |
| 6M | +56.1% | +5.5% | +50.6% | +45.2% |
| YTD | +109.6% | +16.1% | +93.5% | +71.7% |
| 1Y | +95.5% | +20.3% | +75.2% | +53.6% |
| 3Y | +156.2% | +90.4% | +65.8% | +14.9% |
| 5Y | +310.0% | +93.5% | +216.5% | +77.8% |
| All | +361.6% | +163.3% | +198.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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