+101.7%
PSX vs BTSG
+382.3%
-280.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.8% | -0.5% |
| 7D | +1.5% | -5.8% | +7.3% | +1.9% |
| 30D | +15.8% | 0.0% | +15.8% | +15.8% |
| 3M | +43.0% | -4.5% | +47.5% | +42.8% |
| 6M | +61.1% | +40.0% | +21.1% | +54.9% |
| YTD | +104.5% | +54.6% | +50.0% | +94.3% |
| 1Y | +102.5% | +106.1% | -3.6% | +85.5% |
| All | +101.7% | +382.3% | -280.7% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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