+106.7%
PSX vs BTSG
+493.4%
-386.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +7.8% | +6.0% | +1.8% | +7.4% |
| 30D | -10.9% | +12.4% | -23.3% | -11.6% |
| 3M | +14.5% | +18.2% | -3.7% | +13.2% |
| 6M | +56.1% | +26.0% | +30.1% | +52.8% |
| YTD | +109.6% | +90.1% | +19.4% | +96.4% |
| 1Y | +95.5% | +124.3% | -28.8% | +79.5% |
| All | +106.7% | +493.4% | -386.8% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling