+137.1%
PSX vs BB
+59.1%
+78.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | -5.6% | +10.2% | +4.8% |
| 30D | +26.6% | -11.8% | +38.4% | +27.3% |
| 3M | +39.3% | -25.5% | +64.8% | +40.7% |
| 6M | +56.8% | +121.3% | -64.4% | +48.2% |
| YTD | +101.8% | +103.2% | -1.3% | +91.7% |
| 1Y | +99.6% | +102.6% | -3.0% | +89.1% |
| All | +137.1% | +59.1% | +78.1% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling