+361.6%
PSX vs ETR
+378.9%
-17.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +7.8% | +1.2% | +6.6% | +7.3% |
| 30D | -10.9% | +7.0% | -17.9% | -13.4% |
| 3M | +14.5% | +4.6% | +9.9% | +12.3% |
| 6M | +56.1% | +0.1% | +56.0% | +55.2% |
| YTD | +109.6% | +23.2% | +86.4% | +90.2% |
| 1Y | +95.5% | +20.6% | +74.9% | +78.9% |
| 3Y | +156.2% | +156.3% | -0.1% | +63.6% |
| 5Y | +310.0% | +159.6% | +150.4% | +153.6% |
| All | +361.6% | +378.9% | -17.3% | +172.9% |
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