+367.0%
PSX vs ET
+241.7%
+125.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.5% | +1.4% | +0.2% | +0.5% |
| 30D | +15.8% | +4.6% | +11.3% | +12.0% |
| 3M | +43.0% | +16.0% | +27.0% | +28.1% |
| 6M | +61.1% | +22.8% | +38.3% | +38.6% |
| YTD | +104.5% | +38.9% | +65.7% | +60.7% |
| 1Y | +102.5% | +34.1% | +68.4% | +63.1% |
| 3Y | +133.5% | +98.8% | +34.7% | +37.1% |
| 5Y | +367.0% | +246.8% | +120.1% | +80.3% |
| All | +367.0% | +241.7% | +125.3% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling