+49.4%
PSX vs BAX
+46.8%
+2.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.5% |
| 30D | -8.1% | +6.3% | -14.4% | -7.1% |
| 3M | +15.9% | -4.6% | +20.5% | +16.8% |
| 6M | +49.4% | +50.4% | -1.0% | +54.0% |
| All | +49.4% | +46.8% | +2.6% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling