+1,091.2%
PSX vs BP
+140.6%
+950.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | -6.3% | -1.5% | -3.3% |
| 30D | -9.9% | -3.6% | -6.3% | -7.4% |
| 3M | +16.9% | +5.2% | +11.7% | +12.4% |
| 6M | +48.0% | +5.3% | +42.7% | +41.3% |
| YTD | +98.3% | +33.1% | +65.2% | +58.7% |
| 1Y | +86.2% | +26.3% | +59.9% | +54.7% |
| 3Y | +144.0% | +47.5% | +96.5% | +79.0% |
| 5Y | +287.7% | +106.2% | +181.6% | +119.2% |
| 10Y | +338.3% | +127.0% | +211.4% | +124.3% |
| All | +1,091.2% | +140.6% | +950.6% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling