+1,149.3%
PSX vs BAX
+5.7%
+1,143.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.3% |
| 7D | +6.4% | +0.4% | +6.1% | +6.3% |
| 30D | -10.2% | +3.4% | -13.6% | -11.5% |
| 3M | +17.2% | -4.5% | +21.6% | +18.0% |
| 6M | +51.8% | +44.0% | +7.7% | +33.2% |
| YTD | +108.0% | +34.9% | +73.1% | +83.2% |
| 1Y | +96.1% | +37.9% | +58.2% | +71.4% |
| 3Y | +155.9% | -17.1% | +172.9% | +155.8% |
| 5Y | +306.9% | -64.3% | +371.2% | +450.9% |
| 10Y | +364.5% | -35.9% | +400.4% | +373.5% |
| All | +1,149.3% | +5.7% | +1,143.6% | +866.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling