+99.6%
PSX vs EL
+14.8%
+84.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.4% |
| 7D | +4.5% | +0.8% | +3.7% | +4.6% |
| 30D | +26.6% | +19.8% | +6.8% | +28.3% |
| 3M | +39.3% | +25.7% | +13.6% | +41.6% |
| 6M | +56.8% | +5.4% | +51.4% | +61.5% |
| YTD | +101.8% | +0.2% | +101.6% | +106.4% |
| 1Y | +99.6% | +20.4% | +79.2% | +100.6% |
| All | +99.6% | +14.8% | +84.8% | +100.6% |
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