+363.8%
PSX vs BBWI
-66.8%
+430.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.0% |
| 7D | +2.8% | +1.6% | +1.3% | +2.6% |
| 30D | +27.8% | -6.2% | +34.0% | +28.5% |
| 3M | +42.0% | +4.3% | +37.7% | +40.2% |
| 6M | +58.1% | -7.2% | +65.3% | +57.4% |
| YTD | +105.0% | -3.0% | +108.1% | +101.4% |
| 1Y | +104.9% | -30.8% | +135.7% | +111.9% |
| 3Y | +134.1% | -43.4% | +177.5% | +142.8% |
| 5Y | +363.8% | -66.7% | +430.6% | +420.6% |
| All | +363.8% | -66.8% | +430.6% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling