+96.9%
PSX vs ET
+24.7%
+72.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.1% | -1.7% |
| 7D | -5.2% | -6.0% | +0.9% | -0.3% |
| 30D | -3.7% | -6.1% | +2.3% | +1.4% |
| 3M | +26.8% | -2.7% | +29.4% | +29.5% |
| 6M | +47.3% | +0.2% | +47.1% | +46.8% |
| YTD | +105.4% | +24.3% | +81.1% | +78.3% |
| 1Y | +96.9% | +26.4% | +70.5% | +68.5% |
| All | +96.9% | +24.7% | +72.2% | +68.5% |
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