+1,112.1%
PSX vs ETR
+489.1%
+623.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +4.5% | +1.4% | +3.1% | +4.0% |
| 30D | +26.6% | +1.0% | +25.6% | +26.1% |
| 3M | +39.3% | -1.3% | +40.5% | +39.6% |
| 6M | +56.8% | +1.9% | +54.9% | +54.7% |
| YTD | +101.8% | +18.2% | +83.7% | +87.5% |
| 1Y | +99.6% | +24.7% | +74.9% | +81.1% |
| 3Y | +140.3% | +150.7% | -10.3% | +60.2% |
| 5Y | +339.3% | +127.0% | +212.3% | +200.1% |
| 10Y | +369.9% | +295.5% | +74.4% | +171.8% |
| All | +1,112.1% | +489.1% | +623.0% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling