+85.5%
ETN vs PSX
+133.1%
-47.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | -7.5% | +15.6% | -23.2% | -10.3% |
| 3M | +8.3% | +46.5% | -38.1% | -0.5% |
| 6M | +20.2% | +55.0% | -34.8% | +8.0% |
| YTD | +34.7% | +105.3% | -70.6% | +10.2% |
| 1Y | +19.4% | +101.6% | -82.1% | -1.9% |
| 3Y | +85.5% | +134.1% | -48.6% | +39.3% |
| All | +85.5% | +133.1% | -47.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling