+380.5%
PSX vs EXEL
+393.9%
-13.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | +21.6% | +10.1% | +11.5% | +19.9% |
| 3M | +46.5% | +10.1% | +36.4% | +44.0% |
| 6M | +62.0% | +37.7% | +24.3% | +53.6% |
| YTD | +106.3% | +33.1% | +73.2% | +96.1% |
| 1Y | +103.0% | +52.4% | +50.6% | +88.0% |
| 3Y | +135.5% | +163.8% | -28.3% | +94.3% |
| 5Y | +368.5% | +198.5% | +170.0% | +271.3% |
| All | +380.5% | +393.9% | -13.4% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling