+368.5%
PSX vs EFX
-36.4%
+404.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +1.8% | -9.4% | +11.2% | +3.3% |
| 30D | +21.6% | -6.9% | +28.5% | +22.8% |
| 3M | +46.5% | +0.1% | +46.3% | +45.6% |
| 6M | +62.0% | -17.3% | +79.3% | +65.9% |
| YTD | +106.3% | -21.8% | +128.2% | +112.8% |
| 1Y | +103.0% | -32.5% | +135.5% | +115.2% |
| 3Y | +135.5% | -12.3% | +147.9% | +137.2% |
| 5Y | +368.5% | -36.6% | +405.1% | +391.5% |
| All | +368.5% | -36.4% | +404.9% | +391.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling