+1,102.3%
PSX vs EXEL
+1,329.1%
-226.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.6% |
| 7D | -8.0% | +2.3% | -10.3% | -8.2% |
| 30D | -9.0% | +19.8% | -28.9% | -10.8% |
| 3M | +24.7% | +32.7% | -7.9% | +21.0% |
| 6M | +49.3% | +49.0% | +0.4% | +42.6% |
| YTD | +100.2% | +63.7% | +36.5% | +88.5% |
| 1Y | +88.8% | +75.8% | +13.1% | +76.2% |
| 3Y | +152.5% | +241.3% | -88.8% | +114.7% |
| 5Y | +283.2% | +289.0% | -5.8% | +217.2% |
| 10Y | +345.8% | +377.6% | -31.8% | +252.4% |
| All | +1,102.3% | +1,329.1% | -226.8% | +689.0% |
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 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