+1,149.3%
PSX vs EMR
+393.2%
+756.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +6.4% | +2.7% | +3.8% | +4.7% |
| 30D | -10.2% | +2.1% | -12.3% | -11.8% |
| 3M | +17.2% | +2.3% | +14.9% | +14.5% |
| 6M | +51.8% | +22.5% | +29.3% | +29.6% |
| YTD | +108.0% | +27.2% | +80.8% | +67.4% |
| 1Y | +96.1% | +28.0% | +68.1% | +56.8% |
| 3Y | +155.9% | +103.4% | +52.4% | +41.9% |
| 5Y | +306.9% | +88.2% | +218.8% | +132.9% |
| 10Y | +364.5% | +280.3% | +84.2% | +58.5% |
| All | +1,149.3% | +393.2% | +756.0% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling