+26.5%
BAC vs PSX
+101.0%
-74.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | +4.5% | -4.0% | +0.5% |
| 30D | -0.9% | +26.6% | -27.5% | -1.3% |
| 3M | +16.3% | +39.3% | -23.0% | +15.4% |
| 6M | +26.0% | +56.8% | -30.8% | +23.5% |
| YTD | +15.2% | +101.8% | -86.6% | +8.4% |
| 1Y | +26.5% | +99.6% | -73.1% | +18.4% |
| All | +26.5% | +101.0% | -74.5% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling