+95.5%
PSX vs BTSG
+112.2%
-16.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.7% |
| 7D | +7.8% | +6.0% | +1.8% | +8.0% |
| 30D | -10.9% | +12.4% | -23.3% | -10.6% |
| 3M | +14.5% | +18.2% | -3.7% | +15.4% |
| 6M | +56.1% | +26.0% | +30.1% | +59.6% |
| YTD | +109.6% | +90.1% | +19.4% | +119.1% |
| 1Y | +95.5% | +124.3% | -28.8% | +103.5% |
| All | +95.5% | +112.2% | -16.7% | +103.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling