-4.7%
BAC vs PH
+12.0%
-16.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.5% | +7.4% | -5.9% | -0.5% |
| 30D | -6.4% | +0.5% | -6.9% | -6.7% |
| 3M | -21.7% | -10.2% | -11.4% | -19.0% |
| 6M | +0.5% | +8.9% | -8.4% | -3.6% |
| YTD | -6.7% | +9.7% | -16.4% | -13.1% |
| 1Y | -4.7% | +12.8% | -17.5% | -13.1% |
| All | -4.7% | +12.0% | -16.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling