-22.1%
BA vs PSX
+274.8%
-297.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +1.1% | -13.1% | +14.2% | +4.6% |
| 30D | -7.9% | -9.5% | +1.6% | -5.7% |
| 3M | -25.3% | +20.2% | -45.5% | -28.9% |
| 6M | -24.6% | +44.9% | -69.5% | -32.3% |
| YTD | -20.1% | +94.4% | -114.5% | -35.7% |
| 1Y | -11.8% | +83.1% | -94.8% | -27.8% |
| 3Y | -10.1% | +132.2% | -142.3% | -34.9% |
| All | -22.1% | +274.8% | -297.0% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling