+378.1%
PSX vs DTE
+137.8%
+240.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | +1.7% | -2.6% | +4.3% | +3.2% |
| 30D | +15.6% | -4.4% | +20.0% | +18.5% |
| 3M | +46.5% | -8.3% | +54.8% | +53.2% |
| 6M | +55.0% | -8.1% | +63.1% | +61.0% |
| YTD | +105.3% | +4.4% | +100.9% | +97.6% |
| 1Y | +101.6% | +0.2% | +101.4% | +98.2% |
| 3Y | +134.1% | +42.6% | +91.5% | +81.7% |
| 5Y | +368.7% | +31.5% | +337.2% | +272.9% |
| All | +378.1% | +137.8% | +240.3% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling