+376.3%
PSX vs EXEL
+386.3%
-9.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | +15.8% | +11.9% | +3.9% | +14.0% |
| 3M | +43.0% | +9.2% | +33.8% | +40.8% |
| 6M | +61.1% | +39.1% | +22.0% | +52.4% |
| YTD | +104.5% | +31.0% | +73.5% | +94.8% |
| 1Y | +102.5% | +52.3% | +50.2% | +87.5% |
| 3Y | +133.5% | +159.7% | -26.3% | +93.0% |
| 5Y | +367.0% | +187.7% | +179.2% | +272.3% |
| All | +376.3% | +386.3% | -9.9% | +263.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling