+361.6%
PSX vs XME
+260.6%
+101.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.6% |
| 7D | +7.8% | +0.3% | +7.5% | +7.5% |
| 30D | -10.9% | -6.1% | -4.8% | -8.3% |
| 3M | +14.5% | -18.6% | +33.1% | +26.3% |
| 6M | +56.1% | -23.9% | +80.0% | +75.2% |
| YTD | +109.6% | -9.3% | +118.9% | +106.8% |
| 1Y | +95.5% | +1.8% | +93.8% | +78.8% |
| 3Y | +156.2% | +93.0% | +63.2% | +49.5% |
| 5Y | +310.0% | +107.0% | +203.0% | +116.9% |
| All | +361.6% | +260.6% | +101.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling