+56.8%
PSX vs EXPE
+37.3%
+19.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | 0.0% |
| 7D | +4.5% | -9.5% | +14.1% | +3.5% |
| 30D | +26.6% | -6.6% | +33.2% | +25.7% |
| 3M | +39.3% | +31.4% | +7.9% | +43.7% |
| 6M | +56.8% | +35.2% | +21.6% | +61.0% |
| All | +56.8% | +37.3% | +19.5% | +61.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling