+668.0%
BE vs PH
+566.8%
+101.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +4.3% | +6.5% | +6.8% |
| 30D | -19.8% | +0.1% | -19.9% | -18.9% |
| 3M | -18.7% | -9.4% | -9.3% | -9.8% |
| 6M | -33.7% | +8.8% | -42.5% | -37.4% |
| YTD | +121.0% | +9.6% | +111.3% | +106.7% |
| 1Y | +85.4% | +14.4% | +71.0% | +67.1% |
| 3Y | +1,709.5% | +134.5% | +1,575.0% | +743.7% |
| 5Y | +462.2% | +204.4% | +257.8% | +110.8% |
| All | +668.0% | +566.8% | +101.2% | +32.5% |
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