+343.0%
PSX vs EMR
+282.1%
+60.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -7.8% | +0.7% | -8.5% | -8.3% |
| 30D | -9.9% | +3.5% | -13.4% | -12.2% |
| 3M | +16.9% | +5.9% | +11.0% | +11.7% |
| 6M | +48.0% | +19.4% | +28.5% | +28.3% |
| YTD | +98.3% | +27.7% | +70.7% | +58.7% |
| 1Y | +86.2% | +30.9% | +55.3% | +45.8% |
| 3Y | +144.0% | +104.2% | +39.8% | +32.3% |
| 5Y | +287.7% | +89.6% | +198.1% | +116.2% |
| All | +343.0% | +282.1% | +60.8% | +51.4% |
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