+365.6%
PSX vs ES
+83.4%
+282.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +4.5% | +0.3% | +4.2% | +4.4% |
| 30D | +26.6% | -2.0% | +28.6% | +27.2% |
| 3M | +39.3% | +1.7% | +37.6% | +38.3% |
| 6M | +56.8% | -3.5% | +60.4% | +57.7% |
| YTD | +101.8% | +7.9% | +93.9% | +96.1% |
| 1Y | +99.6% | +17.2% | +82.4% | +88.1% |
| 3Y | +140.3% | +29.3% | +111.0% | +117.1% |
| 5Y | +339.3% | -5.7% | +345.1% | +333.4% |
| All | +365.6% | +83.4% | +282.2% | +297.2% |
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