+338.3%
PSX vs EL
+60.9%
+277.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -7.8% | +7.6% | -15.4% | -9.6% |
| 30D | -9.9% | +15.7% | -25.6% | -13.3% |
| 3M | +16.9% | +30.5% | -13.6% | +8.1% |
| 6M | +48.0% | +32.5% | +15.4% | +35.1% |
| YTD | +98.3% | +9.4% | +88.9% | +87.0% |
| 1Y | +86.2% | +28.4% | +57.8% | +66.3% |
| 3Y | +144.0% | +4.4% | +139.5% | +116.5% |
| 5Y | +287.7% | -64.5% | +352.2% | +407.7% |
| 10Y | +338.3% | +64.9% | +273.4% | +202.4% |
| All | +338.3% | +60.9% | +277.4% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling