+277.8%
PSX vs EXPE
+43.3%
+234.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.1% |
| 7D | -13.1% | -9.3% | -3.8% | -12.2% |
| 30D | -9.5% | +0.1% | -9.7% | -9.9% |
| 3M | +20.2% | -15.3% | +35.5% | +22.1% |
| 6M | +44.9% | +5.5% | +39.4% | +42.0% |
| YTD | +94.4% | -8.0% | +102.4% | +93.0% |
| 1Y | +83.1% | +18.9% | +64.2% | +72.7% |
| 3Y | +132.2% | +135.5% | -3.4% | +90.9% |
| All | +277.8% | +43.3% | +234.4% | +215.9% |
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 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