+1,129.2%
PSX vs BAH
+1,261.5%
-132.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | -8.1% | +18.0% | -26.1% | -11.7% |
| 3M | +15.9% | +11.4% | +4.5% | +12.6% |
| 6M | +49.4% | +17.7% | +31.7% | +42.5% |
| YTD | +104.7% | +5.4% | +99.3% | +98.4% |
| 1Y | +89.1% | +2.8% | +86.3% | +84.4% |
| 3Y | +151.7% | -26.7% | +178.4% | +156.5% |
| 5Y | +298.3% | +8.1% | +290.3% | +255.2% |
| 10Y | +357.1% | +202.5% | +154.5% | +211.3% |
| All | +1,129.2% | +1,261.5% | -132.4% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling