+14.9%
BND vs PH
+804.8%
-789.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | -1.0% | -11.8% | +10.8% | -0.9% |
| 3M | -1.2% | +6.9% | -8.2% | -1.3% |
| 6M | -2.0% | -1.3% | -0.7% | -2.0% |
| YTD | -1.2% | +7.0% | -8.1% | -1.2% |
| 1Y | -0.5% | +23.1% | -23.6% | -0.6% |
| 3Y | +12.4% | +135.4% | -123.0% | +11.6% |
| 5Y | -2.5% | +250.3% | -252.8% | -3.5% |
| All | +14.9% | +804.8% | -789.8% | +15.3% |
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