+1,112.1%
PSX vs DE
+1,062.4%
+49.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +10.0% | -5.5% | -0.2% |
| 30D | +26.6% | +13.3% | +13.3% | +18.7% |
| 3M | +39.3% | +17.5% | +21.8% | +27.3% |
| 6M | +56.8% | +13.6% | +43.2% | +44.2% |
| YTD | +101.8% | +49.8% | +52.0% | +59.4% |
| 1Y | +99.6% | +47.9% | +51.7% | +58.1% |
| 3Y | +140.3% | +72.5% | +67.8% | +73.1% |
| 5Y | +339.3% | +90.2% | +249.1% | +188.3% |
| 10Y | +369.9% | +865.4% | -495.5% | +34.5% |
| All | +1,112.1% | +1,062.4% | +49.7% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling