+386.6%
PSX vs EXPE
+153.6%
+233.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.8% | -11.5% | +13.3% | +5.2% |
| 30D | +21.6% | -13.1% | +34.7% | +26.0% |
| 3M | +46.5% | +18.1% | +28.3% | +37.8% |
| 6M | +62.0% | +13.3% | +48.7% | +52.8% |
| YTD | +106.3% | -3.2% | +109.5% | +100.9% |
| 1Y | +103.0% | +26.1% | +76.8% | +79.2% |
| 3Y | +135.5% | +151.7% | -16.2% | +57.0% |
| 5Y | +368.5% | +88.3% | +280.2% | +214.6% |
| 10Y | +386.6% | +158.0% | +228.5% | +145.9% |
| All | +386.6% | +153.6% | +233.0% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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