+1,112.1%
PSX vs BTG
+75.8%
+1,036.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | +26.6% | +36.8% | -10.2% | +23.9% |
| 3M | +39.3% | +23.1% | +16.2% | +37.0% |
| 6M | +56.8% | +3.5% | +53.3% | +55.4% |
| YTD | +101.8% | +25.5% | +76.3% | +96.9% |
| 1Y | +99.6% | +40.1% | +59.5% | +92.7% |
| 3Y | +140.3% | +101.1% | +39.2% | +123.6% |
| 5Y | +339.3% | +70.6% | +268.7% | +310.6% |
| 10Y | +369.9% | +152.1% | +217.7% | +320.8% |
| All | +1,112.1% | +75.8% | +1,036.3% | +1,049.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling