+361.6%
PSX vs BP
+143.9%
+217.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | +7.8% | +3.8% | +4.0% | +4.8% |
| 30D | -10.9% | -5.3% | -5.6% | -7.2% |
| 3M | +14.5% | +9.3% | +5.2% | +6.8% |
| 6M | +56.1% | +7.2% | +48.9% | +46.7% |
| YTD | +109.6% | +38.0% | +71.5% | +61.1% |
| 1Y | +95.5% | +33.2% | +62.3% | +54.5% |
| 3Y | +156.2% | +50.3% | +105.9% | +81.9% |
| 5Y | +310.0% | +114.1% | +195.9% | +115.8% |
| All | +361.6% | +143.9% | +217.8% | +121.6% |
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