+96.9%
PSX vs BBWI
+2.4%
+94.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.3% |
| 7D | -5.2% | +8.8% | -13.9% | -4.6% |
| 30D | -3.7% | +34.8% | -38.6% | -2.1% |
| 3M | +26.8% | +12.9% | +13.8% | +27.3% |
| 6M | +47.3% | +29.6% | +17.7% | +49.8% |
| YTD | +105.4% | +20.8% | +84.6% | +109.5% |
| 1Y | +96.9% | +4.1% | +92.8% | +102.3% |
| All | +96.9% | +2.4% | +94.5% | +102.3% |
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