+1,067.6%
PSX vs ES
+225.2%
+842.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | -13.1% | +1.9% | -15.0% | -13.7% |
| 30D | -9.5% | +7.1% | -16.6% | -11.5% |
| 3M | +20.2% | -1.9% | +22.1% | +20.6% |
| 6M | +44.9% | +4.4% | +40.5% | +42.3% |
| YTD | +94.4% | +7.3% | +87.1% | +88.6% |
| 1Y | +83.1% | +2.1% | +80.9% | +79.8% |
| 3Y | +132.2% | +41.8% | +90.3% | +102.7% |
| 5Y | +278.8% | +1.4% | +277.4% | +262.9% |
| 10Y | +354.2% | +86.8% | +267.4% | +246.3% |
| All | +1,067.6% | +225.2% | +842.4% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling