+1,128.3%
PSX vs BNY
+873.6%
+254.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | -1.1% | +2.6% | +2.2% |
| 30D | +15.8% | +1.4% | +14.4% | +14.6% |
| 3M | +43.0% | +16.8% | +26.2% | +28.6% |
| 6M | +61.1% | +42.0% | +19.1% | +26.8% |
| YTD | +104.5% | +41.9% | +62.6% | +60.1% |
| 1Y | +102.5% | +59.2% | +43.3% | +46.6% |
| 3Y | +133.5% | +290.9% | -157.4% | -7.3% |
| 5Y | +367.0% | +259.0% | +107.9% | +89.3% |
| 10Y | +382.3% | +413.0% | -30.7% | +46.3% |
| All | +1,128.3% | +873.6% | +254.7% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling