+363.8%
PSX vs EMR
+62.8%
+301.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +2.8% | +3.1% | -0.2% | +1.5% |
| 30D | +27.8% | -3.5% | +31.3% | +29.5% |
| 3M | +42.0% | +9.8% | +32.3% | +34.9% |
| 6M | +58.1% | +10.8% | +47.3% | +47.0% |
| YTD | +105.0% | +15.9% | +89.1% | +84.2% |
| 1Y | +104.9% | +16.4% | +88.5% | +82.4% |
| 3Y | +134.1% | +62.1% | +72.0% | +70.2% |
| 5Y | +363.8% | +62.9% | +300.9% | +223.1% |
| All | +363.8% | +62.8% | +301.1% | +223.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling