+318.5%
PSX vs EXE
+163.8%
+154.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | -0.4% | +1.5% | -1.9% | -1.0% |
| 30D | -8.1% | -0.2% | -7.9% | -8.0% |
| 3M | +15.9% | -9.2% | +25.1% | +20.3% |
| 6M | +49.4% | -7.2% | +56.6% | +53.3% |
| YTD | +104.7% | -18.3% | +122.9% | +119.7% |
| 1Y | +89.1% | -23.6% | +112.7% | +108.6% |
| 3Y | +151.7% | +21.9% | +129.8% | +120.1% |
| 5Y | +298.3% | +73.7% | +224.7% | +186.0% |
| All | +318.5% | +163.8% | +154.7% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling