+56.1%
PSX vs EFX
+15.1%
+41.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.8% |
| 7D | +7.8% | -0.8% | +8.6% | +7.8% |
| 30D | -10.9% | +25.1% | -36.0% | -10.7% |
| 3M | +14.5% | +1.7% | +12.8% | +14.5% |
| 6M | +56.1% | +18.4% | +37.8% | +52.5% |
| All | +56.1% | +15.1% | +41.0% | +52.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling