+380.5%
PSX vs ETR
+303.8%
+76.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +21.6% | +2.0% | +19.6% | +20.6% |
| 3M | +46.5% | -1.7% | +48.1% | +47.1% |
| 6M | +62.0% | +3.6% | +58.4% | +58.5% |
| YTD | +106.3% | +18.0% | +88.3% | +90.8% |
| 1Y | +103.0% | +26.2% | +76.7% | +82.1% |
| 3Y | +135.5% | +148.0% | -12.5% | +52.9% |
| 5Y | +368.5% | +126.1% | +242.5% | +211.3% |
| All | +380.5% | +303.8% | +76.7% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling