+103.5%
PSX vs BTSG
+416.6%
-313.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.8% | +2.9% | -1.1% | +1.7% |
| 30D | +21.6% | +0.9% | +20.8% | +21.5% |
| 3M | +46.5% | +1.6% | +44.8% | +45.7% |
| 6M | +62.0% | +46.8% | +15.2% | +55.6% |
| YTD | +106.3% | +65.5% | +40.8% | +95.2% |
| 1Y | +103.0% | +136.2% | -33.3% | +83.5% |
| All | +103.5% | +416.6% | -313.1% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling