+132.2%
PSX vs BP
+42.8%
+89.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -13.1% | -11.6% | -1.5% | -5.5% |
| 30D | -9.5% | 0.0% | -9.6% | -9.5% |
| 3M | +20.2% | +6.7% | +13.5% | +14.8% |
| 6M | +44.9% | +2.2% | +42.7% | +42.0% |
| YTD | +94.4% | +33.0% | +61.4% | +57.0% |
| 1Y | +83.1% | +30.7% | +52.3% | +49.7% |
| 3Y | +132.2% | +44.2% | +88.0% | +78.6% |
| All | +132.2% | +42.8% | +89.4% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling