+1,149.3%
PSX vs BB
-30.4%
+1,179.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | +6.4% | +9.0% | -2.5% | +5.4% |
| 30D | -10.2% | +7.7% | -17.9% | -11.3% |
| 3M | +17.2% | +4.0% | +13.2% | +15.7% |
| 6M | +51.8% | +46.6% | +5.1% | +42.2% |
| YTD | +108.0% | +140.6% | -32.6% | +82.5% |
| 1Y | +96.1% | +103.1% | -7.0% | +75.3% |
| 3Y | +155.9% | +150.5% | +5.3% | +114.3% |
| 5Y | +306.9% | -15.4% | +322.3% | +279.5% |
| 10Y | +364.5% | +25.4% | +339.1% | +249.1% |
| All | +1,149.3% | -30.4% | +1,179.6% | +852.7% |
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