+376.3%
PSX vs EFV
+167.0%
+209.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +1.5% | -2.0% | +3.5% | +3.7% |
| 30D | +15.8% | -0.2% | +16.0% | +15.9% |
| 3M | +43.0% | +9.1% | +33.9% | +29.2% |
| 6M | +61.1% | +11.7% | +49.4% | +39.5% |
| YTD | +104.5% | +17.0% | +87.5% | +66.9% |
| 1Y | +102.5% | +26.7% | +75.8% | +50.4% |
| 3Y | +133.5% | +90.2% | +43.3% | +5.5% |
| 5Y | +367.0% | +96.1% | +270.9% | +101.0% |
| All | +376.3% | +167.0% | +209.3% | +51.2% |
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