+96.1%
PSX vs EL
+22.5%
+73.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.5% |
| 7D | +6.4% | +2.7% | +3.8% | +6.7% |
| 30D | -10.2% | +10.8% | -21.0% | -9.0% |
| 3M | +17.2% | +26.5% | -9.3% | +20.6% |
| 6M | +51.8% | +31.1% | +20.6% | +56.8% |
| YTD | +108.0% | +6.6% | +101.4% | +115.2% |
| 1Y | +96.1% | +21.8% | +74.3% | +98.9% |
| All | +96.1% | +22.5% | +73.6% | +98.9% |
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