+134.1%
PSX vs EXEL
+160.6%
-26.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.6% |
| 7D | +2.8% | +1.4% | +1.5% | +2.8% |
| 30D | +27.8% | +6.7% | +21.1% | +27.7% |
| 3M | +42.0% | +11.5% | +30.6% | +41.7% |
| 6M | +58.1% | +38.8% | +19.3% | +56.6% |
| YTD | +105.0% | +31.6% | +73.4% | +103.3% |
| 1Y | +104.9% | +53.0% | +51.9% | +100.6% |
| 3Y | +134.1% | +160.8% | -26.8% | +119.9% |
| All | +134.1% | +160.6% | -26.5% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling