+130.4%
PSX vs BAX
-29.9%
+160.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +4.5% | -1.1% | +5.7% | +4.7% |
| 30D | +26.6% | -5.5% | +32.1% | +27.8% |
| 3M | +39.3% | +33.5% | +5.7% | +31.1% |
| 6M | +56.8% | +35.9% | +21.0% | +46.6% |
| YTD | +101.8% | +35.4% | +66.5% | +87.6% |
| 1Y | +99.6% | +9.8% | +89.9% | +94.3% |
| All | +130.4% | -29.9% | +160.3% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling