+287.7%
PSX vs EXE
+66.0%
+221.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.8% |
| 7D | -7.8% | -2.2% | -5.6% | -6.9% |
| 30D | -9.9% | -0.3% | -9.6% | -9.8% |
| 3M | +16.9% | -9.3% | +26.3% | +21.4% |
| 6M | +48.0% | -7.2% | +55.2% | +51.8% |
| YTD | +98.3% | -18.9% | +117.3% | +113.4% |
| 1Y | +86.2% | -21.7% | +107.9% | +102.9% |
| 3Y | +144.0% | +21.0% | +123.0% | +114.0% |
| 5Y | +287.7% | +76.0% | +211.8% | +178.9% |
| All | +287.7% | +66.0% | +221.7% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling