+363.8%
PSX vs EL
-67.4%
+431.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | +27.8% | +15.5% | +12.3% | +25.1% |
| 3M | +42.0% | +20.6% | +21.5% | +38.0% |
| 6M | +58.1% | +10.5% | +47.6% | +54.8% |
| YTD | +105.0% | -1.9% | +106.9% | +103.3% |
| 1Y | +104.9% | +16.1% | +88.8% | +96.0% |
| 3Y | +134.1% | -30.2% | +164.3% | +128.7% |
| 5Y | +363.8% | -67.4% | +431.2% | +414.1% |
| All | +363.8% | -67.4% | +431.2% | +414.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling