-0.9%
BA vs PH
+254.3%
-255.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | -3.1% | +4.2% | +2.9% |
| 30D | -11.6% | -3.2% | -8.4% | -10.4% |
| 3M | -2.4% | +10.6% | -13.0% | -8.4% |
| 6M | -6.6% | -2.1% | -4.5% | -6.5% |
| YTD | -2.2% | +10.2% | -12.4% | -9.0% |
| 1Y | -8.0% | +28.2% | -36.2% | -22.4% |
| 3Y | -5.0% | +134.9% | -139.9% | -47.3% |
| All | -0.9% | +254.3% | -255.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling