+363.8%
PSX vs BP
+131.3%
+232.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | -0.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.1% |
| 30D | +27.8% | +9.1% | +18.6% | +19.9% |
| 3M | +42.0% | +3.9% | +38.1% | +37.4% |
| 6M | +58.1% | +13.6% | +44.5% | +42.9% |
| YTD | +105.0% | +34.0% | +71.0% | +63.1% |
| 1Y | +104.9% | +39.2% | +65.7% | +58.2% |
| 3Y | +134.1% | +36.4% | +97.6% | +80.8% |
| 5Y | +363.8% | +135.8% | +228.0% | +122.5% |
| All | +363.8% | +131.3% | +232.6% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling