+103.0%
PSX vs ED
+15.3%
+87.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +21.6% | +1.9% | +19.7% | +21.7% |
| 3M | +46.5% | +1.9% | +44.6% | +46.6% |
| 6M | +62.0% | -2.3% | +64.3% | +61.7% |
| YTD | +106.3% | +10.9% | +95.4% | +111.1% |
| 1Y | +103.0% | +14.5% | +88.5% | +106.3% |
| All | +103.0% | +15.3% | +87.6% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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