+1,821.9%
BA vs PH
+25,185.5%
-23,363.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | -3.1% | +4.2% | +2.7% |
| 30D | -11.6% | -3.2% | -8.4% | -10.5% |
| 3M | -2.4% | +10.6% | -13.0% | -7.5% |
| 6M | -6.6% | -2.1% | -4.5% | -6.4% |
| YTD | -2.2% | +10.2% | -12.4% | -7.8% |
| 1Y | -8.0% | +28.2% | -36.2% | -19.9% |
| 3Y | -5.0% | +134.9% | -139.9% | -40.1% |
| 5Y | -2.7% | +253.6% | -256.4% | -50.1% |
| 10Y | +75.9% | +804.7% | -728.8% | -38.5% |
| All | +1,821.9% | +25,185.5% | -23,363.6% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling