+1,112.1%
PSX vs EFX
+375.1%
+737.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +2.1% |
| 7D | +4.5% | -8.6% | +13.2% | +7.3% |
| 30D | +26.6% | +0.1% | +26.5% | +26.2% |
| 3M | +39.3% | +3.8% | +35.4% | +36.3% |
| 6M | +56.8% | -13.5% | +70.3% | +61.2% |
| YTD | +101.8% | -17.7% | +119.5% | +109.3% |
| 1Y | +99.6% | -25.6% | +125.2% | +112.9% |
| 3Y | +140.3% | -12.1% | +152.4% | +135.1% |
| 5Y | +339.3% | -33.8% | +373.1% | +361.4% |
| 10Y | +369.9% | +45.1% | +324.7% | +231.1% |
| All | +1,112.1% | +375.1% | +737.0% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling