+357.1%
PSX vs BBWI
-45.0%
+402.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -0.4% | -7.7% | +7.4% | +1.2% |
| 30D | -8.1% | +24.8% | -32.9% | -12.2% |
| 3M | +15.9% | +16.2% | -0.3% | +11.8% |
| 6M | +49.4% | +15.8% | +33.6% | +42.4% |
| YTD | +104.7% | +11.4% | +93.2% | +93.2% |
| 1Y | +89.1% | +3.2% | +85.9% | +79.5% |
| 3Y | +151.7% | -23.5% | +175.3% | +145.3% |
| 5Y | +298.3% | -67.4% | +365.7% | +348.3% |
| 10Y | +357.1% | -46.0% | +403.0% | +247.4% |
| All | +357.1% | -45.0% | +402.0% | +247.4% |
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