+96.9%
PSX vs ES
-1.6%
+98.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.6% |
| 7D | -5.2% | +5.3% | -10.5% | -5.4% |
| 30D | -3.7% | +8.9% | -12.7% | -4.1% |
| 3M | +26.8% | -1.9% | +28.7% | +26.8% |
| 6M | +47.3% | +3.9% | +43.4% | +46.6% |
| YTD | +105.4% | +8.3% | +97.1% | +101.4% |
| 1Y | +96.9% | -0.1% | +97.1% | +96.1% |
| All | +96.9% | -1.6% | +98.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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