+76.4%
BND vs PH
+2,174.1%
-2,097.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | -3.1% | +2.9% | -0.2% |
| 30D | -0.4% | -3.2% | +2.9% | -0.4% |
| 3M | -0.6% | +10.6% | -11.2% | -0.5% |
| 6M | -1.4% | -2.1% | +0.7% | -1.5% |
| YTD | -0.2% | +10.2% | -10.4% | -0.1% |
| 1Y | +1.3% | +28.2% | -26.9% | +1.6% |
| 3Y | +13.2% | +134.9% | -121.7% | +14.3% |
| 5Y | -1.6% | +253.6% | -255.2% | 0.0% |
| 10Y | +15.5% | +804.7% | -789.3% | +20.0% |
| All | +76.4% | +2,174.1% | -2,097.8% | +86.1% |
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