+99.6%
PSX vs ET
+31.4%
+68.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +4.5% | +0.9% | +3.6% | +3.8% |
| 30D | +26.6% | +7.5% | +19.1% | +19.6% |
| 3M | +39.3% | +11.4% | +27.9% | +27.8% |
| 6M | +56.8% | +18.5% | +38.3% | +38.0% |
| YTD | +101.8% | +37.4% | +64.4% | +62.1% |
| 1Y | +99.6% | +30.9% | +68.7% | +68.4% |
| All | +99.6% | +31.4% | +68.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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