+1,091.2%
PSX vs EXPE
+774.7%
+316.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -7.8% | -11.2% | +3.4% | -5.5% |
| 30D | -9.9% | -7.5% | -2.4% | -8.8% |
| 3M | +16.9% | -19.1% | +36.0% | +21.7% |
| 6M | +48.0% | +10.7% | +37.2% | +40.8% |
| YTD | +98.3% | -9.9% | +108.3% | +95.2% |
| 1Y | +86.2% | -4.6% | +90.8% | +79.9% |
| 3Y | +144.0% | +116.8% | +27.2% | +79.0% |
| 5Y | +287.7% | +38.6% | +249.1% | +204.4% |
| 10Y | +338.3% | +115.9% | +222.5% | +166.9% |
| All | +1,091.2% | +774.7% | +316.5% | +520.4% |
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