+386.6%
PSX vs ECL
+149.7%
+236.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.7% |
| 7D | +1.8% | -2.7% | +4.6% | +3.2% |
| 30D | +21.6% | -4.3% | +25.9% | +24.1% |
| 3M | +46.5% | +3.2% | +43.2% | +43.1% |
| 6M | +62.0% | -2.9% | +64.9% | +61.8% |
| YTD | +106.3% | +4.3% | +102.1% | +97.9% |
| 1Y | +103.0% | +1.6% | +101.3% | +96.2% |
| 3Y | +135.5% | +54.3% | +81.3% | +76.1% |
| 5Y | +368.5% | +26.5% | +342.0% | +286.8% |
| 10Y | +386.6% | +155.6% | +231.0% | +160.9% |
| All | +386.6% | +149.7% | +236.9% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ECL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling