+17.5%
BND vs PH
+698.6%
-681.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.4% | +4.1% | -5.6% | -1.5% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | -1.6% | -9.6% | +8.0% | -1.5% |
| 6M | -1.5% | +8.5% | -10.1% | -1.6% |
| YTD | -1.5% | +9.4% | -10.9% | -1.6% |
| 1Y | -1.1% | +14.2% | -15.3% | -1.2% |
| 3Y | +13.6% | +134.0% | -120.4% | +12.7% |
| 5Y | -1.8% | +203.8% | -205.6% | -3.0% |
| All | +17.5% | +698.6% | -681.1% | +17.0% |
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 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