+1,064.4%
BAC vs PH
+24,008.7%
-22,944.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -2.3% |
| 7D | -1.2% | +2.0% | -3.2% | -2.5% |
| 30D | -7.7% | -3.7% | -4.0% | -6.2% |
| 3M | -21.2% | -14.0% | -7.1% | -14.8% |
| 6M | -6.8% | +2.1% | -9.0% | -9.1% |
| YTD | -8.7% | +5.1% | -13.8% | -12.9% |
| 1Y | -5.3% | +10.9% | -16.2% | -12.5% |
| 3Y | +87.4% | +132.9% | -45.5% | +11.7% |
| 5Y | +18.9% | +200.1% | -181.2% | -39.7% |
| 10Y | +273.3% | +783.8% | -510.5% | +1.9% |
| All | +1,064.4% | +24,008.7% | -22,944.3% | -15.0% |
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