+641.7%
BE vs PH
+572.0%
+69.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.2% |
| 7D | -13.4% | +2.1% | -15.5% | -14.5% |
| 30D | -33.9% | +0.3% | -34.2% | -33.4% |
| 3M | -12.0% | -8.8% | -3.2% | -2.9% |
| 6M | -29.0% | +10.0% | -39.0% | -33.7% |
| YTD | +113.4% | +10.5% | +102.9% | +97.9% |
| 1Y | +33.2% | +15.5% | +17.7% | +18.9% |
| 3Y | +1,659.2% | +136.4% | +1,522.9% | +713.3% |
| 5Y | +461.4% | +213.6% | +247.8% | +104.9% |
| All | +641.7% | +572.0% | +69.7% | +26.8% |
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