+1,376.8%
BAC vs PH
+25,185.5%
-23,808.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | -3.1% | +4.2% | +2.8% |
| 30D | -0.4% | -3.2% | +2.9% | +1.1% |
| 3M | +16.9% | +10.6% | +6.3% | +9.8% |
| 6M | +26.6% | -2.1% | +28.7% | +26.6% |
| YTD | +15.8% | +10.2% | +5.6% | +8.2% |
| 1Y | +27.2% | +28.2% | -1.1% | +8.7% |
| 3Y | +132.4% | +134.9% | -2.5% | +38.2% |
| 5Y | +72.6% | +253.6% | -181.1% | -19.9% |
| 10Y | +389.7% | +804.7% | -415.0% | +32.5% |
| All | +1,376.8% | +25,185.5% | -23,808.7% | +5.6% |
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 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