+361.6%
PSX vs BBWI
-47.4%
+409.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -10.9% | +12.9% | -23.8% | -13.2% |
| 3M | +14.5% | +16.0% | -1.5% | +10.4% |
| 6M | +56.1% | +16.6% | +39.5% | +48.6% |
| YTD | +109.6% | +9.7% | +99.8% | +98.4% |
| 1Y | +95.5% | +1.5% | +94.0% | +86.2% |
| 3Y | +156.2% | -21.4% | +177.5% | +148.0% |
| 5Y | +310.0% | -67.6% | +377.6% | +361.5% |
| All | +361.6% | -47.4% | +409.1% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling