+99.6%
PSX vs EME
+19.7%
+79.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.2% |
| 7D | +4.5% | +1.9% | +2.7% | +4.6% |
| 30D | +26.6% | -8.3% | +34.9% | +26.4% |
| 3M | +39.3% | -10.7% | +50.0% | +38.5% |
| 6M | +56.8% | +1.9% | +54.9% | +55.7% |
| YTD | +101.8% | +23.5% | +78.4% | +99.6% |
| 1Y | +99.6% | +18.0% | +81.6% | +102.2% |
| All | +99.6% | +19.7% | +79.9% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling