+132.2%
PSX vs ED
+44.5%
+87.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.5% |
| 7D | -13.1% | +1.6% | -14.8% | -13.1% |
| 30D | -9.5% | +13.3% | -22.8% | -9.9% |
| 3M | +20.2% | +9.7% | +10.5% | +19.8% |
| 6M | +44.9% | +12.8% | +32.1% | +44.5% |
| YTD | +94.4% | +22.3% | +72.1% | +94.2% |
| 1Y | +83.1% | +26.3% | +56.8% | +83.0% |
| 3Y | +132.2% | +45.0% | +87.1% | +121.4% |
| All | +132.2% | +44.5% | +87.6% | +121.4% |
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