+1,131.3%
PSX vs DTE
+385.8%
+745.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | +27.8% | -1.9% | +29.6% | +28.9% |
| 3M | +42.0% | -3.3% | +45.4% | +44.1% |
| 6M | +58.1% | -7.1% | +65.2% | +63.2% |
| YTD | +105.0% | +8.1% | +96.9% | +94.1% |
| 1Y | +104.9% | +5.3% | +99.6% | +96.4% |
| 3Y | +134.1% | +48.2% | +85.9% | +80.6% |
| 5Y | +363.8% | +33.2% | +330.6% | +273.0% |
| 10Y | +370.1% | +137.5% | +232.6% | +170.9% |
| All | +1,131.3% | +385.8% | +745.5% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling