+1,067.6%
PSX vs ED
+253.8%
+813.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | 0.0% |
| 7D | -13.1% | +1.6% | -14.8% | -13.5% |
| 30D | -9.5% | +13.3% | -22.8% | -12.4% |
| 3M | +20.2% | +9.7% | +10.5% | +17.3% |
| 6M | +44.9% | +12.8% | +32.1% | +40.3% |
| YTD | +94.4% | +22.3% | +72.1% | +84.2% |
| 1Y | +83.1% | +26.3% | +56.8% | +71.9% |
| 3Y | +132.2% | +45.0% | +87.1% | +106.6% |
| 5Y | +278.8% | +80.2% | +198.7% | +212.3% |
| 10Y | +354.2% | +129.9% | +224.3% | +245.0% |
| All | +1,067.6% | +253.8% | +813.8% | +653.9% |
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