+103.0%
PSX vs EMB
+4.6%
+98.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.9% |
| 30D | +21.6% | -0.3% | +21.9% | +21.3% |
| 3M | +46.5% | -0.3% | +46.7% | +46.1% |
| 6M | +62.0% | +0.7% | +61.3% | +65.5% |
| YTD | +106.3% | +1.3% | +105.1% | +109.9% |
| 1Y | +103.0% | +4.7% | +98.3% | +98.6% |
| All | +103.0% | +4.6% | +98.3% | +98.6% |
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