+1,112.1%
PSX vs BG
+155.2%
+956.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | +4.5% | +2.8% | +1.7% | +3.3% |
| 30D | +26.6% | +12.0% | +14.6% | +20.4% |
| 3M | +39.3% | -7.7% | +47.0% | +43.6% |
| 6M | +56.8% | +4.5% | +52.3% | +53.0% |
| YTD | +101.8% | +35.7% | +66.1% | +75.3% |
| 1Y | +99.6% | +50.1% | +49.5% | +64.5% |
| 3Y | +140.3% | +12.6% | +127.7% | +120.8% |
| 5Y | +339.3% | +75.4% | +263.9% | +224.3% |
| 10Y | +369.9% | +150.5% | +219.4% | +170.7% |
| All | +1,112.1% | +155.2% | +956.9% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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