+363.8%
PSX vs BN
+35.3%
+328.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | +27.8% | -10.9% | +38.7% | +32.4% |
| 3M | +42.0% | -11.1% | +53.1% | +46.9% |
| 6M | +58.1% | -4.4% | +62.5% | +57.7% |
| YTD | +105.0% | -14.1% | +119.2% | +111.9% |
| 1Y | +104.9% | -11.1% | +116.0% | +107.6% |
| 3Y | +134.1% | +75.6% | +58.5% | +80.6% |
| 5Y | +363.8% | +35.8% | +328.0% | +285.0% |
| All | +363.8% | +35.3% | +328.5% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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