+363.8%
PSX vs BAX
-67.0%
+430.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.3% | +2.2% |
| 7D | +2.8% | -2.4% | +5.3% | +3.2% |
| 30D | +27.8% | -9.7% | +37.5% | +30.0% |
| 3M | +42.0% | +29.3% | +12.8% | +34.6% |
| 6M | +58.1% | +40.7% | +17.5% | +46.6% |
| YTD | +105.0% | +30.3% | +74.8% | +92.2% |
| 1Y | +104.9% | +3.4% | +101.5% | +101.1% |
| 3Y | +134.1% | -32.0% | +166.1% | +145.1% |
| 5Y | +363.8% | -66.9% | +430.7% | +422.5% |
| All | +363.8% | -67.0% | +430.9% | +422.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling