+378.1%
PSX vs EME
+1,362.1%
-984.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -1.3% |
| 7D | +1.7% | +3.5% | -1.8% | +0.3% |
| 30D | +15.6% | -6.3% | +22.0% | +18.3% |
| 3M | +46.5% | -3.8% | +50.2% | +46.1% |
| 6M | +55.0% | +8.5% | +46.5% | +44.5% |
| YTD | +105.3% | +27.8% | +77.5% | +76.0% |
| 1Y | +101.6% | +22.2% | +79.4% | +72.2% |
| 3Y | +134.1% | +253.5% | -119.3% | +4.6% |
| 5Y | +368.7% | +578.6% | -209.9% | +34.5% |
| All | +378.1% | +1,362.1% | -984.0% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling