+102.5%
PSX vs BTSG
+119.4%
-16.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.8% | -1.2% |
| 7D | +1.5% | -5.8% | +7.3% | +1.2% |
| 30D | +15.8% | 0.0% | +15.8% | +15.9% |
| 3M | +43.0% | -4.5% | +47.5% | +43.3% |
| 6M | +61.1% | +40.0% | +21.1% | +63.3% |
| YTD | +104.5% | +54.6% | +50.0% | +106.9% |
| 1Y | +102.5% | +106.1% | -3.6% | +103.0% |
| All | +102.5% | +119.4% | -16.8% | +103.0% |
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