+99.0%
PSX vs BTSG
+406.1%
-307.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +4.5% | +2.7% | +1.8% | +4.4% |
| 30D | +26.6% | -3.6% | +30.2% | +26.8% |
| 3M | +39.3% | +5.8% | +33.5% | +38.1% |
| 6M | +56.8% | +44.7% | +12.1% | +50.6% |
| YTD | +101.8% | +62.2% | +39.7% | +91.2% |
| 1Y | +99.6% | +152.1% | -52.5% | +78.7% |
| All | +99.0% | +406.1% | -307.1% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling