+134.1%
PSX vs ED
+35.1%
+98.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +27.8% | +1.1% | +26.7% | +27.7% |
| 3M | +42.0% | +4.6% | +37.4% | +42.1% |
| 6M | +58.1% | -2.0% | +60.1% | +58.0% |
| YTD | +105.0% | +11.7% | +93.3% | +105.5% |
| 1Y | +104.9% | +15.7% | +89.2% | +105.4% |
| 3Y | +134.1% | +34.4% | +99.7% | +126.1% |
| All | +134.1% | +35.1% | +98.9% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling