+96.9%
PSX vs EL
+25.6%
+71.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.3% | -10.8% | -3.8% |
| 7D | -5.2% | +2.5% | -7.7% | -4.8% |
| 30D | -3.7% | +20.1% | -23.8% | -1.5% |
| 3M | +26.8% | +29.3% | -2.5% | +30.9% |
| 6M | +47.3% | +38.8% | +8.5% | +53.4% |
| YTD | +105.4% | +8.1% | +97.3% | +113.6% |
| 1Y | +96.9% | +22.3% | +74.6% | +104.6% |
| All | +96.9% | +25.6% | +71.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling