+368.5%
PSX vs XME
+183.2%
+185.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.9% |
| 7D | +1.8% | -0.2% | +2.1% | +1.9% |
| 30D | +21.6% | +1.4% | +20.2% | +20.6% |
| 3M | +46.5% | +2.7% | +43.7% | +43.4% |
| 6M | +62.0% | +6.5% | +55.5% | +53.4% |
| YTD | +106.3% | +15.2% | +91.1% | +85.8% |
| 1Y | +103.0% | +43.5% | +59.5% | +60.0% |
| 3Y | +135.5% | +135.9% | -0.3% | +38.0% |
| 5Y | +368.5% | +181.5% | +187.1% | +134.6% |
| All | +368.5% | +183.2% | +185.3% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling