+133.3%
PSX vs DTE
+45.3%
+88.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | +15.8% | -2.4% | +18.2% | +16.4% |
| 3M | +43.0% | -7.3% | +50.3% | +45.0% |
| 6M | +61.1% | -7.6% | +68.7% | +63.1% |
| YTD | +104.5% | +5.8% | +98.7% | +99.7% |
| 1Y | +102.5% | +2.3% | +100.2% | +99.2% |
| All | +133.3% | +45.3% | +88.0% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling