+1,112.1%
PSX vs EXEL
+1,075.5%
+36.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | +8.4% | -3.8% | +3.7% |
| 30D | +26.6% | +4.1% | +22.5% | +25.9% |
| 3M | +39.3% | +12.4% | +26.8% | +37.2% |
| 6M | +56.8% | +41.5% | +15.3% | +50.2% |
| YTD | +101.8% | +34.6% | +67.2% | +94.1% |
| 1Y | +99.6% | +57.9% | +41.7% | +87.9% |
| 3Y | +140.3% | +159.5% | -19.2% | +110.3% |
| 5Y | +339.3% | +198.5% | +140.8% | +273.8% |
| 10Y | +369.9% | +411.4% | -41.5% | +270.5% |
| All | +1,112.1% | +1,075.5% | +36.6% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling