+152.5%
PSX vs BAH
-26.0%
+178.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | -8.0% | -1.5% | -6.5% | -7.9% |
| 30D | -9.0% | +17.3% | -26.3% | -10.4% |
| 3M | +24.7% | +14.9% | +9.9% | +23.0% |
| 6M | +49.3% | +14.2% | +35.1% | +47.1% |
| YTD | +100.2% | +5.1% | +95.1% | +97.9% |
| 1Y | +88.8% | +2.1% | +86.8% | +87.3% |
| 3Y | +152.5% | -26.0% | +178.5% | +147.9% |
| All | +152.5% | -26.0% | +178.5% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling