+101.6%
PSX vs DE
+45.1%
+56.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +1.7% | -2.6% | +4.3% | +1.8% |
| 30D | +15.6% | +9.0% | +6.6% | +15.3% |
| 3M | +46.5% | +19.1% | +27.3% | +44.7% |
| 6M | +55.0% | +14.4% | +40.6% | +53.5% |
| YTD | +105.3% | +45.9% | +59.3% | +89.3% |
| 1Y | +101.6% | +43.6% | +58.0% | +84.7% |
| All | +101.6% | +45.1% | +56.5% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling