+132.2%
PSX vs EXPE
+131.0%
+1.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | 0.0% |
| 7D | -13.1% | -9.3% | -3.8% | -12.3% |
| 30D | -9.5% | +0.1% | -9.7% | -9.8% |
| 3M | +20.2% | -15.3% | +35.5% | +21.9% |
| 6M | +44.9% | +5.5% | +39.4% | +42.2% |
| YTD | +94.4% | -8.0% | +102.4% | +93.8% |
| 1Y | +83.1% | +18.9% | +64.2% | +71.6% |
| 3Y | +132.2% | +135.5% | -3.4% | +88.7% |
| All | +132.2% | +131.0% | +1.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling