+96.9%
PSX vs EXE
-18.4%
+115.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.6% |
| 7D | -5.2% | -4.7% | -0.5% | -3.7% |
| 30D | -3.7% | +1.0% | -4.8% | -4.1% |
| 3M | +26.8% | -5.6% | +32.4% | +28.8% |
| 6M | +47.3% | -12.3% | +59.6% | +53.2% |
| YTD | +105.4% | -19.5% | +124.9% | +118.1% |
| 1Y | +96.9% | -18.9% | +115.8% | +107.1% |
| All | +96.9% | -18.4% | +115.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling