+1,091.2%
PSX vs EMB
+61.6%
+1,029.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -7.8% | +0.5% | -8.3% | -8.3% |
| 30D | -9.9% | +0.9% | -10.8% | -10.8% |
| 3M | +16.9% | -2.1% | +19.1% | +19.5% |
| 6M | +48.0% | -2.2% | +50.2% | +51.0% |
| YTD | +98.3% | -0.6% | +99.0% | +97.8% |
| 1Y | +86.2% | +0.2% | +86.0% | +83.8% |
| 3Y | +144.0% | +29.5% | +114.4% | +79.5% |
| 5Y | +287.7% | +8.0% | +279.7% | +259.5% |
| 10Y | +338.3% | +35.3% | +303.0% | +216.9% |
| All | +1,091.2% | +61.6% | +1,029.6% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling