+1,112.1%
PSX vs EXPE
+927.3%
+184.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +4.5% | -9.5% | +14.1% | +7.1% |
| 30D | +26.6% | -6.6% | +33.2% | +28.5% |
| 3M | +39.3% | +31.4% | +7.9% | +28.5% |
| 6M | +56.8% | +35.2% | +21.6% | +42.0% |
| YTD | +101.8% | +5.8% | +96.0% | +92.9% |
| 1Y | +99.6% | +38.7% | +60.9% | +74.9% |
| 3Y | +140.3% | +175.8% | -35.4% | +65.9% |
| 5Y | +339.3% | +111.8% | +227.5% | +204.9% |
| 10Y | +369.9% | +179.7% | +190.1% | +172.6% |
| All | +1,112.1% | +927.3% | +184.7% | +513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling