+593.0%
BE vs PH
+539.0%
+54.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.6% | +0.7% |
| 7D | -14.7% | +2.0% | -16.7% | -16.0% |
| 30D | -40.5% | -3.7% | -36.9% | -37.8% |
| 3M | -24.3% | -14.0% | -10.3% | -12.0% |
| 6M | -39.3% | +2.1% | -41.4% | -39.3% |
| YTD | +99.4% | +5.1% | +94.3% | +93.4% |
| 1Y | +26.6% | +10.9% | +15.6% | +17.1% |
| 3Y | +1,616.9% | +132.9% | +1,484.0% | +703.2% |
| 5Y | +441.4% | +200.1% | +241.3% | +105.8% |
| All | +593.0% | +539.0% | +54.0% | +24.0% |
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