+1,112.1%
PSX vs BUD
+56.3%
+1,055.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.5% | +0.3% | +4.3% | +4.4% |
| 30D | +26.6% | -5.7% | +32.3% | +29.6% |
| 3M | +39.3% | +3.1% | +36.1% | +36.7% |
| 6M | +56.8% | +7.9% | +48.9% | +49.5% |
| YTD | +101.8% | +27.3% | +74.5% | +77.6% |
| 1Y | +99.6% | +37.8% | +61.8% | +68.9% |
| 3Y | +140.3% | +49.8% | +90.5% | +88.6% |
| 5Y | +339.3% | +43.8% | +295.5% | +240.1% |
| 10Y | +369.9% | -22.6% | +392.5% | +335.5% |
| All | +1,112.1% | +56.3% | +1,055.8% | +766.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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