+361.6%
PSX vs EMB
+36.5%
+325.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +7.8% | -0.9% | +8.7% | +8.9% |
| 30D | -10.9% | +0.4% | -11.2% | -11.4% |
| 3M | +14.5% | -3.1% | +17.6% | +18.3% |
| 6M | +56.1% | -2.1% | +58.2% | +59.0% |
| YTD | +109.6% | -1.1% | +110.7% | +110.0% |
| 1Y | +95.5% | -0.1% | +95.6% | +93.4% |
| 3Y | +156.2% | +29.6% | +126.6% | +85.9% |
| 5Y | +310.0% | +7.2% | +302.8% | +291.6% |
| All | +361.6% | +36.5% | +325.2% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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