+251.7%
BAC vs PH
+778.3%
-526.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | -0.4% |
| 7D | +2.0% | +3.0% | -1.1% | -0.1% |
| 30D | -6.9% | -0.6% | -6.3% | -7.2% |
| 3M | -19.6% | -10.7% | -8.8% | -14.3% |
| 6M | -0.5% | +9.1% | -9.5% | -7.3% |
| YTD | -6.6% | +9.5% | -16.1% | -14.1% |
| 1Y | -3.0% | +14.0% | -17.0% | -13.1% |
| 3Y | +97.3% | +138.9% | -41.6% | +4.8% |
| 5Y | +21.9% | +209.1% | -187.3% | -47.4% |
| 10Y | +251.7% | +737.3% | -485.6% | -31.6% |
| All | +251.7% | +778.3% | -526.6% | -31.6% |
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