+103.0%
PSX vs EL
+12.1%
+90.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.4% |
| 7D | +1.8% | -2.4% | +4.2% | +1.7% |
| 30D | +21.6% | +13.7% | +8.0% | +22.8% |
| 3M | +46.5% | +14.5% | +32.0% | +48.0% |
| 6M | +62.0% | +7.4% | +54.6% | +65.8% |
| YTD | +106.3% | -4.7% | +111.0% | +110.2% |
| 1Y | +103.0% | +12.9% | +90.0% | +103.2% |
| All | +103.0% | +12.1% | +90.9% | +103.2% |
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