+1,102.3%
PSX vs BAH
+1,258.6%
-156.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | -8.0% | -1.5% | -6.5% | -7.7% |
| 30D | -9.0% | +17.3% | -26.3% | -12.5% |
| 3M | +24.7% | +14.9% | +9.9% | +20.4% |
| 6M | +49.3% | +14.2% | +35.1% | +43.5% |
| YTD | +100.2% | +5.1% | +95.1% | +94.2% |
| 1Y | +88.8% | +2.1% | +86.8% | +84.5% |
| 3Y | +152.5% | -26.0% | +178.5% | +156.6% |
| 5Y | +283.2% | +9.0% | +274.2% | +240.8% |
| 10Y | +345.8% | +208.8% | +137.0% | +202.1% |
| All | +1,102.3% | +1,258.6% | -156.3% | +493.8% |
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