+135.3%
PSX vs EFV
+88.7%
+46.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | +21.6% | 0.0% | +21.6% | +21.6% |
| 3M | +46.5% | +8.4% | +38.0% | +39.3% |
| 6M | +62.0% | +12.3% | +49.7% | +49.1% |
| YTD | +106.3% | +17.4% | +88.9% | +81.8% |
| 1Y | +103.0% | +27.1% | +75.8% | +66.8% |
| All | +135.3% | +88.7% | +46.6% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling