+365.6%
PSX vs ETR
+125.6%
+240.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | +27.8% | +1.9% | +25.9% | +27.2% |
| 3M | +42.0% | +1.0% | +41.0% | +41.5% |
| 6M | +58.1% | +4.8% | +53.3% | +55.7% |
| YTD | +105.0% | +19.5% | +85.5% | +95.1% |
| 1Y | +104.9% | +28.1% | +76.8% | +91.3% |
| 3Y | +134.1% | +151.1% | -17.1% | +80.3% |
| All | +365.6% | +125.6% | +240.0% | +262.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling