+368.5%
PSX vs BND
-1.8%
+370.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.5% |
| 7D | +1.8% | -0.1% | +2.0% | +1.8% |
| 30D | +21.6% | -0.2% | +21.9% | +21.5% |
| 3M | +46.5% | -0.7% | +47.1% | +46.1% |
| 6M | +62.0% | -1.7% | +63.7% | +61.3% |
| YTD | +106.3% | -0.5% | +106.9% | +106.0% |
| 1Y | +103.0% | +0.4% | +102.6% | +103.1% |
| 3Y | +135.5% | +13.1% | +122.4% | +143.0% |
| 5Y | +368.5% | -2.1% | +370.6% | +281.1% |
| All | +368.5% | -1.8% | +370.3% | +281.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling