+1,112.1%
PSX vs ED
+220.2%
+891.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | +26.6% | -0.1% | +26.7% | +26.6% |
| 3M | +39.3% | +3.9% | +35.3% | +37.8% |
| 6M | +56.8% | -3.0% | +59.8% | +57.7% |
| YTD | +101.8% | +10.7% | +91.1% | +96.2% |
| 1Y | +99.6% | +13.3% | +86.3% | +92.6% |
| 3Y | +140.3% | +34.5% | +105.9% | +117.6% |
| 5Y | +339.3% | +67.1% | +272.2% | +268.5% |
| 10Y | +369.9% | +103.0% | +266.8% | +268.5% |
| All | +1,112.1% | +220.2% | +891.9% | +703.1% |
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 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