+1,112.1%
PSX vs BB
-41.2%
+1,153.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | -5.6% | +10.2% | +5.2% |
| 30D | +26.6% | -11.8% | +38.4% | +28.2% |
| 3M | +39.3% | -25.5% | +64.8% | +42.7% |
| 6M | +56.8% | +121.3% | -64.4% | +39.9% |
| YTD | +101.8% | +103.2% | -1.3% | +81.7% |
| 1Y | +99.6% | +102.6% | -3.0% | +78.9% |
| 3Y | +140.3% | +37.5% | +102.8% | +117.1% |
| 5Y | +339.3% | -30.4% | +369.8% | +320.8% |
| 10Y | +369.9% | 0.0% | +369.9% | +263.8% |
| All | +1,112.1% | -41.2% | +1,153.3% | +848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling