+97.3%
BAC vs PSX
+149.8%
-52.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.5% |
| 7D | +2.0% | -8.0% | +10.0% | +4.1% |
| 30D | -6.9% | -9.0% | +2.1% | -5.0% |
| 3M | -19.6% | +24.7% | -44.3% | -25.1% |
| 6M | -0.5% | +49.3% | -49.8% | -12.7% |
| YTD | -6.6% | +100.2% | -106.8% | -27.6% |
| 1Y | -3.0% | +88.8% | -91.8% | -23.2% |
| 3Y | +97.3% | +152.5% | -55.2% | +30.9% |
| All | +97.3% | +149.8% | -52.5% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling