+363.8%
PSX vs EXPE
+89.5%
+274.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.9% | +9.5% | +2.6% |
| 7D | +2.8% | -9.8% | +12.6% | +4.2% |
| 30D | +27.8% | -11.5% | +39.3% | +29.6% |
| 3M | +42.0% | +21.7% | +20.3% | +37.2% |
| 6M | +58.1% | +10.4% | +47.7% | +54.4% |
| YTD | +105.0% | -2.5% | +107.6% | +102.8% |
| 1Y | +104.9% | +27.3% | +77.6% | +91.9% |
| 3Y | +134.1% | +153.5% | -19.5% | +91.4% |
| 5Y | +363.8% | +91.1% | +272.7% | +260.3% |
| All | +363.8% | +89.5% | +274.3% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling