+1,112.1%
PSX vs BBWI
-9.1%
+1,121.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.4% |
| 7D | +4.5% | +1.5% | +3.0% | +4.2% |
| 30D | +26.6% | -5.2% | +31.8% | +27.5% |
| 3M | +39.3% | +11.1% | +28.2% | +34.9% |
| 6M | +56.8% | -13.4% | +70.2% | +57.6% |
| YTD | +101.8% | +0.1% | +101.7% | +95.2% |
| 1Y | +99.6% | -36.1% | +135.7% | +110.6% |
| 3Y | +140.3% | -44.1% | +184.4% | +151.0% |
| 5Y | +339.3% | -66.2% | +405.6% | +392.0% |
| 10Y | +369.9% | -54.8% | +424.6% | +310.5% |
| All | +1,112.1% | -9.1% | +1,121.2% | +680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling