+367.0%
PSX vs BTG
+75.0%
+292.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +1.5% | -5.5% | +7.0% | +2.0% |
| 30D | +15.8% | +6.1% | +9.7% | +15.0% |
| 3M | +43.0% | +38.6% | +4.4% | +37.4% |
| 6M | +61.1% | +0.7% | +60.4% | +59.9% |
| YTD | +104.5% | +20.3% | +84.2% | +96.2% |
| 1Y | +102.5% | +25.0% | +77.5% | +91.6% |
| 3Y | +133.5% | +97.3% | +36.2% | +96.2% |
| 5Y | +367.0% | +78.3% | +288.6% | +306.3% |
| All | +367.0% | +75.0% | +292.0% | +306.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling