+378.1%
PSX vs ET
+177.0%
+201.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +15.6% | +2.9% | +12.8% | +13.8% |
| 3M | +46.5% | +16.8% | +29.7% | +34.3% |
| 6M | +55.0% | +18.9% | +36.1% | +40.9% |
| YTD | +105.3% | +37.7% | +67.6% | +71.9% |
| 1Y | +101.6% | +32.4% | +69.2% | +72.4% |
| 3Y | +134.1% | +99.5% | +34.7% | +59.3% |
| 5Y | +368.7% | +244.0% | +124.7% | +139.0% |
| All | +378.1% | +177.0% | +201.1% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling