+338.3%
PSX vs BAH
+210.6%
+127.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -9.9% | +18.2% | -28.1% | -13.3% |
| 3M | +16.9% | +13.1% | +3.9% | +13.3% |
| 6M | +48.0% | +15.2% | +32.8% | +42.1% |
| YTD | +98.3% | +6.0% | +92.3% | +92.3% |
| 1Y | +86.2% | +3.1% | +83.1% | +81.7% |
| 3Y | +144.0% | -26.2% | +170.2% | +147.0% |
| 5Y | +287.7% | +9.3% | +278.4% | +236.1% |
| 10Y | +338.3% | +212.3% | +126.0% | +226.7% |
| All | +338.3% | +210.6% | +127.7% | +226.7% |
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