+132.2%
PSX vs EMB
+28.8%
+103.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -13.1% | -0.1% | -13.0% | -13.1% |
| 30D | -9.5% | +1.3% | -10.8% | -10.2% |
| 3M | +20.2% | -2.2% | +22.4% | +21.7% |
| 6M | +44.9% | -2.3% | +47.2% | +46.7% |
| YTD | +94.4% | -0.6% | +95.0% | +93.7% |
| 1Y | +83.1% | +0.5% | +82.6% | +80.0% |
| 3Y | +132.2% | +29.4% | +102.7% | +95.2% |
| All | +132.2% | +28.8% | +103.3% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling