+1,091.2%
PSX vs BBWI
+0.9%
+1,090.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -7.8% | -4.2% | -3.6% | -7.1% |
| 30D | -9.9% | +24.9% | -34.7% | -14.1% |
| 3M | +16.9% | +13.2% | +3.7% | +13.1% |
| 6M | +48.0% | +12.1% | +35.9% | +41.6% |
| YTD | +98.3% | +11.1% | +87.3% | +86.7% |
| 1Y | +86.2% | +0.7% | +85.5% | +77.0% |
| 3Y | +144.0% | -23.8% | +167.7% | +137.1% |
| 5Y | +287.7% | -66.9% | +354.7% | +336.3% |
| 10Y | +338.3% | -45.3% | +383.7% | +263.2% |
| All | +1,091.2% | +0.9% | +1,090.4% | +646.4% |
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