+1,091.2%
PSX vs BN
+724.5%
+366.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -7.8% | +4.3% | -12.1% | -10.0% |
| 30D | -9.9% | +14.3% | -24.2% | -16.6% |
| 3M | +16.9% | -4.1% | +21.0% | +18.4% |
| 6M | +48.0% | -9.7% | +57.6% | +53.1% |
| YTD | +98.3% | -7.1% | +105.5% | +98.5% |
| 1Y | +86.2% | -7.4% | +93.6% | +86.0% |
| 3Y | +144.0% | +102.3% | +41.6% | +47.7% |
| 5Y | +287.7% | +35.9% | +251.8% | +186.0% |
| 10Y | +338.3% | +289.2% | +49.1% | +73.8% |
| All | +1,091.2% | +724.5% | +366.8% | +309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling