+1,129.2%
PSX vs ED
+255.7%
+873.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -0.4% | -0.9% | +0.6% | -0.2% |
| 30D | -8.1% | +11.2% | -19.3% | -10.6% |
| 3M | +15.9% | +11.8% | +4.1% | +12.6% |
| 6M | +49.4% | +14.1% | +35.3% | +44.2% |
| YTD | +104.7% | +23.0% | +81.7% | +93.7% |
| 1Y | +89.1% | +23.7% | +65.4% | +78.6% |
| 3Y | +151.7% | +47.7% | +104.0% | +122.8% |
| 5Y | +298.3% | +82.6% | +215.7% | +227.1% |
| 10Y | +357.1% | +141.8% | +215.3% | +243.0% |
| All | +1,129.2% | +255.7% | +873.5% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling