+1,116.5%
ETN vs PSX
+1,156.1%
-39.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | -10.9% | +15.8% | -26.7% | -15.7% |
| 3M | +9.2% | +43.0% | -33.8% | -5.0% |
| 6M | +13.9% | +61.1% | -47.2% | -6.3% |
| YTD | +29.5% | +104.5% | -75.0% | -3.3% |
| 1Y | +14.2% | +102.5% | -88.3% | -14.8% |
| 3Y | +79.9% | +133.5% | -53.6% | +23.3% |
| 5Y | +175.7% | +367.0% | -191.3% | +33.8% |
| 10Y | +693.2% | +382.3% | +310.9% | +239.2% |
| All | +1,116.5% | +1,156.1% | -39.5% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling