+363.8%
PSX vs EMB
+7.3%
+356.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +27.8% | -0.5% | +28.2% | +28.0% |
| 3M | +42.0% | +0.3% | +41.7% | +41.7% |
| 6M | +58.1% | +1.2% | +56.9% | +56.7% |
| YTD | +105.0% | +1.5% | +103.6% | +102.9% |
| 1Y | +104.9% | +4.8% | +100.1% | +98.8% |
| 3Y | +134.1% | +30.4% | +103.7% | +104.2% |
| 5Y | +363.8% | +7.3% | +356.6% | +276.6% |
| All | +363.8% | +7.3% | +356.5% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling