+101.6%
PSX vs EME
+21.8%
+79.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.4% |
| 7D | +1.7% | +3.5% | -1.8% | +1.8% |
| 30D | +15.6% | -6.3% | +22.0% | +15.4% |
| 3M | +46.5% | -3.8% | +50.2% | +45.8% |
| 6M | +55.0% | +8.5% | +46.5% | +53.8% |
| YTD | +105.3% | +27.8% | +77.5% | +103.2% |
| 1Y | +101.6% | +22.2% | +79.4% | +104.2% |
| All | +101.6% | +21.8% | +79.8% | +104.2% |
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