+96.9%
PSX vs BNY
+45.2%
+51.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -4.6% |
| 7D | -5.2% | +2.8% | -7.9% | -5.2% |
| 30D | -3.7% | +6.7% | -10.4% | -3.9% |
| 3M | +26.8% | -2.2% | +29.0% | +27.5% |
| 6M | +47.3% | +16.8% | +30.5% | +43.3% |
| YTD | +105.4% | +33.9% | +71.5% | +85.6% |
| 1Y | +96.9% | +43.9% | +53.0% | +73.8% |
| All | +96.9% | +45.2% | +51.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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