+287.7%
PSX vs BAX
-62.5%
+350.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -7.8% | +3.6% | -11.5% | -8.4% |
| 30D | -9.9% | +8.5% | -18.4% | -11.2% |
| 3M | +16.9% | -4.9% | +21.8% | +17.7% |
| 6M | +48.0% | +47.0% | +1.0% | +36.5% |
| YTD | +98.3% | +38.4% | +59.9% | +83.5% |
| 1Y | +86.2% | +49.1% | +37.0% | +69.4% |
| 3Y | +144.0% | -14.9% | +158.9% | +146.0% |
| 5Y | +287.7% | -63.1% | +350.8% | +325.4% |
| All | +287.7% | -62.5% | +350.3% | +325.4% |
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