+1,112.1%
PSX vs EMR
+351.6%
+760.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.9% |
| 7D | +4.5% | -1.5% | +6.1% | +5.4% |
| 30D | +26.6% | -5.6% | +32.2% | +30.9% |
| 3M | +39.3% | +7.9% | +31.3% | +30.3% |
| 6M | +56.8% | +6.0% | +50.8% | +44.7% |
| YTD | +101.8% | +16.4% | +85.4% | +72.9% |
| 1Y | +99.6% | +16.6% | +83.0% | +69.3% |
| 3Y | +140.3% | +62.9% | +77.5% | +55.9% |
| 5Y | +339.3% | +60.1% | +279.2% | +181.6% |
| 10Y | +369.9% | +268.8% | +101.1% | +64.4% |
| All | +1,112.1% | +351.6% | +760.5% | +262.6% |
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