+1,112.1%
PSX vs EFV
+231.2%
+880.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +4.5% | +1.5% | +3.0% | +3.0% |
| 30D | +26.6% | +1.7% | +24.9% | +24.2% |
| 3M | +39.3% | +8.6% | +30.6% | +27.3% |
| 6M | +56.8% | +11.7% | +45.1% | +37.3% |
| YTD | +101.8% | +19.3% | +82.5% | +64.2% |
| 1Y | +99.6% | +30.2% | +69.4% | +47.6% |
| 3Y | +140.3% | +91.6% | +48.8% | +16.1% |
| 5Y | +339.3% | +96.4% | +242.9% | +105.3% |
| 10Y | +369.9% | +166.5% | +203.4% | +66.0% |
| All | +1,112.1% | +231.2% | +880.9% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling