+1,149.3%
PSX vs BND
+28.5%
+1,120.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.6% |
| 7D | +6.4% | -1.4% | +7.8% | +6.3% |
| 30D | -10.2% | +0.8% | -11.0% | -10.1% |
| 3M | +17.2% | -1.2% | +18.4% | +17.1% |
| 6M | +51.8% | -1.4% | +53.1% | +51.6% |
| YTD | +108.0% | -1.3% | +109.3% | +107.8% |
| 1Y | +96.1% | -1.2% | +97.4% | +95.9% |
| 3Y | +155.9% | +13.7% | +142.1% | +154.1% |
| 5Y | +306.9% | -1.7% | +308.6% | +309.1% |
| 10Y | +364.5% | +17.2% | +347.4% | +420.3% |
| All | +1,149.3% | +28.5% | +1,120.8% | +1,180.1% |
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 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