+22.6%
BAC vs PH
+203.8%
-181.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +4.3% | -1.1% | +0.9% |
| 30D | -0.7% | +0.1% | -0.9% | -1.3% |
| 3M | -20.0% | -9.4% | -10.6% | -16.2% |
| 6M | +3.4% | +8.8% | -5.3% | -2.6% |
| YTD | -5.7% | +9.6% | -15.4% | -12.3% |
| 1Y | -1.4% | +14.4% | -15.9% | -10.6% |
| 3Y | +97.9% | +134.5% | -36.6% | +15.1% |
| All | +22.6% | +203.8% | -181.2% | -43.1% |
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 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