+1,131.3%
PSX vs EME
+3,064.0%
-1,932.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.5% |
| 7D | +2.8% | +5.2% | -2.3% | +0.7% |
| 30D | +27.8% | -5.4% | +33.1% | +30.4% |
| 3M | +42.0% | -6.1% | +48.1% | +42.8% |
| 6M | +58.1% | +9.7% | +48.5% | +46.2% |
| YTD | +105.0% | +26.6% | +78.4% | +75.7% |
| 1Y | +104.9% | +24.6% | +80.3% | +72.4% |
| 3Y | +134.1% | +249.6% | -115.5% | +5.0% |
| 5Y | +363.8% | +556.6% | -192.7% | +37.9% |
| 10Y | +370.1% | +1,286.6% | -916.5% | -13.5% |
| All | +1,131.3% | +3,064.0% | -1,932.7% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling