+386.6%
PSX vs BP
+132.0%
+254.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.7% |
| 7D | +1.8% | +4.0% | -2.2% | -1.1% |
| 30D | +21.6% | +7.8% | +13.8% | +14.7% |
| 3M | +46.5% | +8.4% | +38.1% | +36.9% |
| 6M | +62.0% | +15.1% | +46.9% | +44.3% |
| YTD | +106.3% | +36.4% | +69.9% | +60.4% |
| 1Y | +103.0% | +40.9% | +62.1% | +53.5% |
| 3Y | +135.5% | +38.8% | +96.7% | +77.3% |
| 5Y | +368.5% | +141.1% | +227.4% | +125.5% |
| 10Y | +386.6% | +133.9% | +252.7% | +138.1% |
| All | +386.6% | +132.0% | +254.6% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling