+99.6%
PSX vs BBWI
-34.3%
+133.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.3% |
| 7D | +4.5% | +1.5% | +3.0% | +4.6% |
| 30D | +26.6% | -5.2% | +31.8% | +26.1% |
| 3M | +39.3% | +11.1% | +28.2% | +40.0% |
| 6M | +56.8% | -13.4% | +70.2% | +59.4% |
| YTD | +101.8% | +0.1% | +101.7% | +103.4% |
| 1Y | +99.6% | -36.1% | +135.7% | +107.5% |
| All | +99.6% | -34.3% | +133.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling