+72.3%
BA vs PSX
+371.8%
-299.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | +2.5% | +2.8% | -0.4% | +1.0% |
| 30D | -10.1% | +27.8% | -37.9% | -21.0% |
| 3M | -2.4% | +42.0% | -44.4% | -19.7% |
| 6M | -8.8% | +58.1% | -66.9% | -30.5% |
| YTD | -2.9% | +105.0% | -108.0% | -36.5% |
| 1Y | -8.8% | +104.9% | -113.7% | -40.9% |
| 3Y | -0.3% | +134.1% | -134.3% | -43.4% |
| 5Y | -0.3% | +363.8% | -364.1% | -66.6% |
| 10Y | +72.3% | +370.1% | -297.8% | -48.6% |
| All | +72.3% | +371.8% | -299.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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