+96.9%
PSX vs DTE
+5.6%
+91.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -7.0% | -4.4% |
| 7D | -5.2% | +4.2% | -9.4% | -5.0% |
| 30D | -3.7% | +10.0% | -13.7% | -3.6% |
| 3M | +26.8% | -2.1% | +28.8% | +26.4% |
| 6M | +47.3% | -4.7% | +52.0% | +46.6% |
| YTD | +105.4% | +9.3% | +96.1% | +104.4% |
| 1Y | +96.9% | +6.6% | +90.3% | +95.9% |
| All | +96.9% | +5.6% | +91.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling