+1,129.2%
PSX vs BB
-28.2%
+1,157.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.3% | +2.9% |
| 7D | -0.4% | +7.3% | -7.7% | -1.1% |
| 30D | -8.1% | +11.2% | -19.3% | -9.5% |
| 3M | +15.9% | +4.7% | +11.2% | +14.4% |
| 6M | +49.4% | +51.1% | -1.8% | +39.5% |
| YTD | +104.7% | +148.0% | -43.4% | +79.0% |
| 1Y | +89.1% | +106.1% | -17.0% | +68.8% |
| 3Y | +151.7% | +158.2% | -6.5% | +110.2% |
| 5Y | +298.3% | -10.8% | +309.1% | +269.1% |
| 10Y | +357.1% | +29.3% | +327.8% | +242.4% |
| All | +1,129.2% | -28.2% | +1,157.4% | +834.3% |
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 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