+376.3%
PSX vs EFX
+41.8%
+334.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.5% | -11.1% | +12.6% | +4.5% |
| 30D | +15.8% | -7.4% | +23.2% | +17.8% |
| 3M | +43.0% | +1.5% | +41.5% | +41.1% |
| 6M | +61.1% | -13.7% | +74.8% | +64.9% |
| YTD | +104.5% | -21.9% | +126.4% | +114.1% |
| 1Y | +102.5% | -30.8% | +133.3% | +118.8% |
| 3Y | +133.5% | -12.4% | +145.9% | +129.5% |
| 5Y | +367.0% | -35.9% | +402.9% | +393.1% |
| All | +376.3% | +41.8% | +334.6% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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