+1.3%
BAC vs PSX
+51.0%
-49.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -7.2% | -8.1% | +0.9% | -7.4% |
| 3M | -20.4% | +15.9% | -36.3% | -20.8% |
| 6M | +1.3% | +49.4% | -48.1% | 0.0% |
| All | +1.3% | +51.0% | -49.7% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling