+911.5%
BE vs PH
+570.2%
+341.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +20.0% | -3.1% | +23.0% | +23.4% |
| 30D | +7.9% | -3.2% | +11.2% | +10.6% |
| 3M | -13.2% | +10.6% | -23.8% | -20.6% |
| 6M | +53.5% | -2.1% | +55.6% | +57.7% |
| YTD | +191.0% | +10.2% | +180.8% | +167.2% |
| 1Y | +360.5% | +28.2% | +332.3% | +267.9% |
| 3Y | +1,568.0% | +134.9% | +1,433.1% | +663.1% |
| 5Y | +1,055.2% | +253.6% | +801.5% | +274.6% |
| All | +911.5% | +570.2% | +341.3% | +71.2% |
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