+376.3%
PSX vs ETR
+298.4%
+78.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +2.3% |
| 30D | +15.8% | -0.2% | +16.0% | +15.9% |
| 3M | +43.0% | -3.7% | +46.7% | +44.8% |
| 6M | +61.1% | +2.1% | +59.0% | +58.6% |
| YTD | +104.5% | +16.5% | +88.1% | +90.2% |
| 1Y | +102.5% | +22.5% | +80.0% | +84.0% |
| 3Y | +133.5% | +144.7% | -11.2% | +52.4% |
| 5Y | +367.0% | +125.2% | +241.7% | +210.4% |
| All | +376.3% | +298.4% | +78.0% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling