+1,112.1%
PSX vs EL
+104.6%
+1,007.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.7% |
| 7D | +4.5% | +0.8% | +3.7% | +4.3% |
| 30D | +26.6% | +19.8% | +6.8% | +19.4% |
| 3M | +39.3% | +25.7% | +13.6% | +29.1% |
| 6M | +56.8% | +5.4% | +51.4% | +50.9% |
| YTD | +101.8% | +0.2% | +101.6% | +94.6% |
| 1Y | +99.6% | +20.4% | +79.2% | +79.1% |
| 3Y | +140.3% | -32.1% | +172.5% | +145.7% |
| 5Y | +339.3% | -67.2% | +406.5% | +482.8% |
| 10Y | +369.9% | +31.7% | +338.1% | +211.1% |
| All | +1,112.1% | +104.6% | +1,007.5% | +570.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling