+386.6%
PSX vs BBWI
-58.2%
+444.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.8% |
| 7D | +1.8% | -4.4% | +6.3% | +2.6% |
| 30D | +21.6% | -7.4% | +29.0% | +23.0% |
| 3M | +46.5% | -2.2% | +48.7% | +45.5% |
| 6M | +62.0% | -16.3% | +78.3% | +63.8% |
| YTD | +106.3% | -9.1% | +115.5% | +103.5% |
| 1Y | +103.0% | -34.5% | +137.5% | +112.0% |
| 3Y | +135.5% | -47.0% | +182.5% | +147.8% |
| 5Y | +368.5% | -68.8% | +437.4% | +429.9% |
| 10Y | +386.6% | -57.4% | +443.9% | +291.6% |
| All | +386.6% | -58.2% | +444.8% | +291.6% |
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