+1,091.2%
PSX vs BAX
+8.5%
+1,082.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -7.8% | +3.6% | -11.5% | -8.8% |
| 30D | -9.9% | +8.5% | -18.4% | -12.4% |
| 3M | +16.9% | -4.9% | +21.8% | +18.0% |
| 6M | +48.0% | +47.0% | +1.0% | +29.1% |
| YTD | +98.3% | +38.4% | +59.9% | +73.5% |
| 1Y | +86.2% | +49.1% | +37.0% | +58.6% |
| 3Y | +144.0% | -14.9% | +158.9% | +142.1% |
| 5Y | +287.7% | -63.1% | +350.8% | +419.8% |
| 10Y | +338.3% | -35.6% | +373.9% | +348.1% |
| All | +1,091.2% | +8.5% | +1,082.7% | +814.8% |
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