+101.6%
PSX vs BND
-0.6%
+102.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.2% |
| 7D | +1.7% | -1.0% | +2.7% | -0.7% |
| 30D | +15.6% | -1.1% | +16.8% | +12.6% |
| 3M | +46.5% | -1.9% | +48.3% | +40.4% |
| 6M | +55.0% | -1.6% | +56.6% | +50.3% |
| YTD | +105.3% | -1.2% | +106.5% | +98.8% |
| 1Y | +101.6% | -0.7% | +102.3% | +95.5% |
| All | +101.6% | -0.6% | +102.2% | +95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling