+1,067.6%
PSX vs EXPE
+793.6%
+274.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.7% |
| 7D | -13.1% | -9.3% | -3.8% | -11.5% |
| 30D | -9.5% | +0.1% | -9.7% | -10.3% |
| 3M | +20.2% | -15.3% | +35.5% | +23.7% |
| 6M | +44.9% | +5.5% | +39.4% | +39.4% |
| YTD | +94.4% | -8.0% | +102.4% | +90.3% |
| 1Y | +83.1% | +18.9% | +64.2% | +65.6% |
| 3Y | +132.2% | +135.5% | -3.4% | +66.3% |
| 5Y | +278.8% | +44.3% | +234.6% | +194.0% |
| 10Y | +354.2% | +117.7% | +236.4% | +175.7% |
| All | +1,067.6% | +793.6% | +274.0% | +504.9% |
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 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