+96.9%
PSX vs EXEL
+92.4%
+4.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.4% |
| 7D | -5.2% | +9.8% | -14.9% | -3.8% |
| 30D | -3.7% | +23.6% | -27.4% | -0.3% |
| 3M | +26.8% | +29.9% | -3.1% | +32.7% |
| 6M | +47.3% | +64.7% | -17.4% | +61.7% |
| YTD | +105.4% | +66.0% | +39.4% | +126.2% |
| 1Y | +96.9% | +92.0% | +5.0% | +117.0% |
| All | +96.9% | +92.4% | +4.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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