+378.1%
PSX vs BTG
+159.3%
+218.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | -3.8% | +5.5% | +2.0% |
| 30D | +15.6% | +3.6% | +12.0% | +15.2% |
| 3M | +46.5% | +32.0% | +14.4% | +43.1% |
| 6M | +55.0% | +3.4% | +51.6% | +53.6% |
| YTD | +105.3% | +20.8% | +84.5% | +100.0% |
| 1Y | +101.6% | +22.4% | +79.2% | +95.4% |
| 3Y | +134.1% | +91.7% | +42.4% | +114.9% |
| 5Y | +368.7% | +79.0% | +289.7% | +330.7% |
| All | +378.1% | +159.3% | +218.8% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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