+1,112.1%
PSX vs EMB
+65.2%
+1,046.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +26.6% | -0.3% | +26.9% | +26.9% |
| 3M | +39.3% | -0.4% | +39.7% | +39.6% |
| 6M | +56.8% | +0.1% | +56.7% | +55.5% |
| YTD | +101.8% | +1.6% | +100.2% | +96.8% |
| 1Y | +99.6% | +5.6% | +94.0% | +85.9% |
| 3Y | +140.3% | +29.8% | +110.5% | +76.7% |
| 5Y | +339.3% | +7.3% | +332.1% | +314.7% |
| 10Y | +369.9% | +30.4% | +339.4% | +251.9% |
| All | +1,112.1% | +65.2% | +1,046.9% | +626.2% |
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 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