+86.2%
PSX vs EMB
+0.5%
+85.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.7% |
| 7D | -7.8% | +0.5% | -8.3% | -7.1% |
| 30D | -9.9% | +0.9% | -10.8% | -8.7% |
| 3M | +16.9% | -2.1% | +19.1% | +13.7% |
| 6M | +48.0% | -2.2% | +50.2% | +44.2% |
| YTD | +98.3% | -0.6% | +99.0% | +96.9% |
| 1Y | +86.2% | +0.2% | +86.0% | +85.7% |
| All | +86.2% | +0.5% | +85.6% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling