+134.1%
PSX vs EFX
-12.5%
+146.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.1% |
| 7D | +2.8% | -7.8% | +10.7% | +4.1% |
| 30D | +27.8% | -5.7% | +33.5% | +28.8% |
| 3M | +42.0% | +2.5% | +39.5% | +40.4% |
| 6M | +58.1% | -16.7% | +74.8% | +62.6% |
| YTD | +105.0% | -20.2% | +125.2% | +112.4% |
| 1Y | +104.9% | -31.4% | +136.3% | +120.6% |
| 3Y | +134.1% | -10.5% | +144.6% | +130.6% |
| All | +134.1% | -12.5% | +146.5% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling