+386.6%
PSX vs BAX
-37.8%
+424.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | +1.8% | -5.1% | +6.9% | +3.2% |
| 30D | +21.6% | -12.2% | +33.8% | +25.8% |
| 3M | +46.5% | +21.8% | +24.6% | +37.4% |
| 6M | +62.0% | +36.3% | +25.7% | +45.8% |
| YTD | +106.3% | +27.8% | +78.5% | +87.6% |
| 1Y | +103.0% | -0.1% | +103.0% | +98.1% |
| 3Y | +135.5% | -33.3% | +168.8% | +153.8% |
| 5Y | +368.5% | -67.1% | +435.6% | +544.5% |
| 10Y | +386.6% | -36.9% | +423.5% | +450.3% |
| All | +386.6% | -37.8% | +424.4% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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