+1,131.3%
PSX vs ET
+533.6%
+597.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +27.8% | +6.9% | +20.9% | +24.8% |
| 3M | +42.0% | +13.1% | +29.0% | +36.0% |
| 6M | +58.1% | +18.7% | +39.4% | +48.9% |
| YTD | +105.0% | +37.4% | +67.6% | +83.3% |
| 1Y | +104.9% | +34.8% | +70.1% | +84.5% |
| 3Y | +134.1% | +96.8% | +37.3% | +85.2% |
| 5Y | +363.8% | +238.2% | +125.6% | +208.8% |
| 10Y | +370.1% | +159.4% | +210.7% | +209.1% |
| All | +1,131.3% | +533.6% | +597.8% | +453.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling