+668.0%
BE vs PSX
+226.7%
+441.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.3% |
| 7D | +10.8% | +7.8% | +3.0% | +6.8% |
| 30D | -19.8% | -10.9% | -8.9% | -14.9% |
| 3M | -18.7% | +14.5% | -33.2% | -24.9% |
| 6M | -33.7% | +56.1% | -89.9% | -49.3% |
| YTD | +121.0% | +109.6% | +11.4% | +42.0% |
| 1Y | +85.4% | +95.5% | -10.1% | +23.4% |
| 3Y | +1,709.5% | +156.2% | +1,553.3% | +888.5% |
| 5Y | +462.2% | +310.0% | +152.2% | +114.4% |
| All | +668.0% | +226.7% | +441.2% | +147.7% |
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