+934.0%
BE vs PH
+550.5%
+383.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.5% |
| 7D | +9.7% | -3.1% | +12.9% | +13.0% |
| 30D | +22.4% | -11.8% | +34.2% | +37.5% |
| 3M | +10.4% | +6.9% | +3.4% | +4.1% |
| 6M | +67.9% | -1.3% | +69.1% | +70.0% |
| YTD | +197.5% | +7.0% | +190.5% | +180.7% |
| 1Y | +310.6% | +23.1% | +287.5% | +240.2% |
| 3Y | +1,657.2% | +135.4% | +1,521.9% | +703.0% |
| 5Y | +1,218.2% | +250.3% | +967.8% | +331.7% |
| All | +934.0% | +550.5% | +383.4% | +79.9% |
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