+386.6%
PSX vs BAH
+186.6%
+199.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.8% | -1.3% | +3.2% | +2.1% |
| 30D | +21.6% | -6.6% | +28.3% | +23.4% |
| 3M | +46.5% | -7.2% | +53.6% | +48.3% |
| 6M | +62.0% | -10.0% | +72.0% | +64.7% |
| YTD | +106.3% | -12.5% | +118.8% | +109.4% |
| 1Y | +103.0% | -27.9% | +130.9% | +115.4% |
| 3Y | +135.5% | -31.4% | +166.9% | +139.6% |
| 5Y | +368.5% | -3.2% | +371.7% | +314.9% |
| 10Y | +386.6% | +191.5% | +195.1% | +252.0% |
| All | +386.6% | +186.6% | +199.9% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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