+152.5%
PSX vs EMR
+109.0%
+43.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.7% |
| 7D | -8.0% | +2.1% | -10.2% | -8.6% |
| 30D | -9.0% | +4.8% | -13.8% | -10.5% |
| 3M | +24.7% | +7.5% | +17.3% | +21.6% |
| 6M | +49.3% | +20.9% | +28.5% | +38.7% |
| YTD | +100.2% | +29.2% | +71.0% | +75.9% |
| 1Y | +88.8% | +33.0% | +55.9% | +63.0% |
| 3Y | +152.5% | +109.8% | +42.7% | +73.1% |
| All | +152.5% | +109.0% | +43.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling