+103.0%
PSX vs BAH
-26.7%
+129.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.8% | -1.3% | +3.2% | +2.0% |
| 30D | +21.6% | -6.6% | +28.3% | +22.5% |
| 3M | +46.5% | -7.2% | +53.6% | +47.8% |
| 6M | +62.0% | -10.0% | +72.0% | +63.9% |
| YTD | +106.3% | -12.5% | +118.8% | +106.2% |
| 1Y | +103.0% | -27.9% | +130.9% | +106.2% |
| All | +103.0% | -26.7% | +129.7% | +106.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling