+31.8%
BA vs PH
+759.6%
-727.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | -1.6% |
| 7D | +1.1% | +2.0% | -0.9% | -0.6% |
| 30D | -7.9% | -3.7% | -4.2% | -5.8% |
| 3M | -25.3% | -14.0% | -11.3% | -16.9% |
| 6M | -24.6% | +2.1% | -26.7% | -27.0% |
| YTD | -20.1% | +5.1% | -25.2% | -25.2% |
| 1Y | -11.8% | +10.9% | -22.7% | -21.0% |
| 3Y | -10.1% | +132.9% | -143.1% | -58.1% |
| 5Y | -22.7% | +200.1% | -222.8% | -72.1% |
| All | +31.8% | +759.6% | -727.8% | -77.9% |
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