+1,129.2%
PSX vs EMB
+62.5%
+1,066.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -0.4% | -0.4% | 0.0% | +0.1% |
| 30D | -8.1% | +1.5% | -9.6% | -9.7% |
| 3M | +15.9% | -1.6% | +17.5% | +17.7% |
| 6M | +49.4% | -1.5% | +50.9% | +51.2% |
| YTD | +104.7% | -0.1% | +104.7% | +102.9% |
| 1Y | +89.1% | +0.5% | +88.6% | +86.1% |
| 3Y | +151.7% | +30.2% | +121.5% | +84.1% |
| 5Y | +298.3% | +8.6% | +289.7% | +267.1% |
| 10Y | +357.1% | +36.9% | +320.2% | +226.6% |
| All | +1,129.2% | +62.5% | +1,066.6% | +648.6% |
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 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