+1,112.1%
PSX vs BND
+29.9%
+1,082.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +4.5% | -0.1% | +4.7% | +4.5% |
| 30D | +26.6% | -0.4% | +27.0% | +26.6% |
| 3M | +39.3% | -0.6% | +39.9% | +39.2% |
| 6M | +56.8% | -1.4% | +58.3% | +56.8% |
| YTD | +101.8% | -0.2% | +102.0% | +101.8% |
| 1Y | +99.6% | +1.3% | +98.3% | +99.5% |
| 3Y | +140.3% | +13.2% | +127.2% | +139.0% |
| 5Y | +339.3% | -1.6% | +340.9% | +343.2% |
| 10Y | +369.9% | +15.5% | +354.4% | +410.8% |
| All | +1,112.1% | +29.9% | +1,082.2% | +1,142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling