+361.6%
PSX vs EMR
+279.2%
+82.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +7.8% | +2.8% | +5.0% | +5.9% |
| 30D | -10.9% | +3.7% | -14.6% | -13.3% |
| 3M | +14.5% | +2.0% | +12.5% | +12.0% |
| 6M | +56.1% | +22.1% | +34.0% | +33.4% |
| YTD | +109.6% | +27.2% | +82.3% | +68.0% |
| 1Y | +95.5% | +32.0% | +63.5% | +52.4% |
| 3Y | +156.2% | +103.3% | +52.9% | +39.3% |
| 5Y | +310.0% | +88.2% | +221.8% | +129.8% |
| All | +361.6% | +279.2% | +82.4% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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