+345.8%
PSX vs ES
+82.6%
+263.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | -8.0% | -0.1% | -7.9% | -8.1% |
| 30D | -9.0% | +5.7% | -14.8% | -10.6% |
| 3M | +24.7% | -2.8% | +27.5% | +25.4% |
| 6M | +49.3% | +7.0% | +42.4% | +45.8% |
| YTD | +100.2% | +6.8% | +93.4% | +94.7% |
| 1Y | +88.8% | -0.5% | +89.3% | +87.0% |
| 3Y | +152.5% | +47.2% | +105.3% | +119.3% |
| 5Y | +283.2% | +2.3% | +280.9% | +267.0% |
| 10Y | +345.8% | +85.6% | +260.2% | +290.5% |
| All | +345.8% | +82.6% | +263.2% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling