+345.0%
PSX vs EXE
+109.5%
+235.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +26.6% | +8.5% | +18.2% | +22.5% |
| 3M | +39.3% | +5.5% | +33.8% | +36.0% |
| 6M | +56.8% | -5.9% | +62.7% | +60.3% |
| YTD | +101.8% | -9.7% | +111.5% | +108.3% |
| 1Y | +99.6% | +3.6% | +96.0% | +93.4% |
| 3Y | +140.3% | +18.0% | +122.3% | +114.7% |
| All | +345.0% | +109.5% | +235.5% | +199.1% |
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 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