+73.5%
BA vs PH
+804.1%
-730.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +1.2% | -3.1% | +4.2% | +3.5% |
| 30D | -11.6% | -3.2% | -8.4% | -10.0% |
| 3M | -2.4% | +10.6% | -13.0% | -10.3% |
| 6M | -6.6% | -2.1% | -4.5% | -6.7% |
| YTD | -2.2% | +10.2% | -12.4% | -11.2% |
| 1Y | -8.0% | +28.2% | -36.2% | -26.4% |
| 3Y | -5.0% | +134.9% | -139.9% | -56.0% |
| 5Y | -2.7% | +253.6% | -256.4% | -69.3% |
| All | +73.5% | +804.1% | -730.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling