+386.6%
PSX vs BB
+2.1%
+384.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.8% |
| 7D | +1.8% | +1.8% | 0.0% | +1.6% |
| 30D | +21.6% | -12.2% | +33.9% | +23.5% |
| 3M | +46.5% | -12.3% | +58.8% | +47.4% |
| 6M | +62.0% | +122.7% | -60.7% | +41.2% |
| YTD | +106.3% | +104.5% | +1.8% | +81.9% |
| 1Y | +103.0% | +106.7% | -3.7% | +77.5% |
| 3Y | +135.5% | +70.0% | +65.6% | +102.3% |
| 5Y | +368.5% | -27.8% | +396.3% | +346.8% |
| 10Y | +386.6% | +2.4% | +384.2% | +208.2% |
| All | +386.6% | +2.1% | +384.5% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling