+378.1%
PSX vs BND
+15.0%
+363.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +15.6% | -1.1% | +16.8% | +15.8% |
| 3M | +46.5% | -1.9% | +48.3% | +46.8% |
| 6M | +55.0% | -1.6% | +56.6% | +55.3% |
| YTD | +105.3% | -1.2% | +106.5% | +105.4% |
| 1Y | +101.6% | -0.7% | +102.3% | +101.5% |
| 3Y | +134.1% | +12.5% | +121.6% | +126.6% |
| 5Y | +368.7% | -2.5% | +371.2% | +386.4% |
| All | +378.1% | +15.0% | +363.1% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling