+378.1%
PSX vs DE
+863.9%
-485.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.7% | -2.6% | +4.3% | +3.0% |
| 30D | +15.6% | +9.0% | +6.6% | +10.4% |
| 3M | +46.5% | +19.1% | +27.3% | +32.6% |
| 6M | +55.0% | +14.4% | +40.6% | +41.6% |
| YTD | +105.3% | +45.9% | +59.3% | +62.8% |
| 1Y | +101.6% | +43.6% | +58.0% | +60.6% |
| 3Y | +134.1% | +75.9% | +58.3% | +64.5% |
| 5Y | +368.7% | +98.8% | +269.9% | +192.1% |
| All | +378.1% | +863.9% | -485.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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