+321.9%
PSX vs EXE
+187.5%
+134.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | +1.8% | -2.7% | +4.5% | +3.0% |
| 30D | +21.6% | -0.4% | +22.0% | +21.8% |
| 3M | +46.5% | +9.5% | +37.0% | +40.7% |
| 6M | +62.0% | -9.3% | +71.4% | +68.1% |
| YTD | +106.3% | -10.9% | +117.2% | +114.2% |
| 1Y | +103.0% | +4.3% | +98.7% | +95.9% |
| 3Y | +135.5% | +18.8% | +116.7% | +109.2% |
| 5Y | +368.5% | +101.4% | +267.1% | +213.9% |
| All | +321.9% | +187.5% | +134.4% | +142.1% |
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 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