+397.7%
BAC vs PSX
+377.2%
+20.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.6% | +1.8% | -1.2% | -0.2% |
| 30D | -1.4% | +21.6% | -23.0% | -10.1% |
| 3M | +15.7% | +46.5% | -30.7% | -3.8% |
| 6M | +32.2% | +62.0% | -29.8% | +3.4% |
| YTD | +15.8% | +106.3% | -90.5% | -20.1% |
| 1Y | +27.3% | +103.0% | -75.7% | -12.0% |
| 3Y | +137.5% | +135.5% | +1.9% | +47.6% |
| 5Y | +73.1% | +368.5% | -295.5% | -29.8% |
| 10Y | +397.7% | +386.6% | +11.2% | +62.7% |
| All | +397.7% | +377.2% | +20.6% | +62.7% |
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