+306.9%
PSX vs ES
+6.0%
+300.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.5% |
| 7D | +6.4% | -1.1% | +7.5% | +6.6% |
| 30D | -10.2% | +8.2% | -18.4% | -11.6% |
| 3M | +17.2% | +0.6% | +16.6% | +16.9% |
| 6M | +51.8% | +6.0% | +45.8% | +49.5% |
| YTD | +108.0% | +9.3% | +98.7% | +102.7% |
| 1Y | +96.1% | +1.1% | +95.0% | +94.2% |
| 3Y | +155.9% | +51.9% | +103.9% | +129.8% |
| 5Y | +306.9% | +6.5% | +300.5% | +278.6% |
| All | +306.9% | +6.0% | +300.9% | +278.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling