+7,916.8%
BNY vs PH
+24,840.9%
-16,924.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +1.9% | -10.3% | +12.2% | +7.6% |
| 3M | +13.9% | +5.1% | +8.8% | +10.6% |
| 6M | +42.3% | +2.3% | +40.0% | +39.1% |
| YTD | +41.8% | +8.7% | +33.2% | +34.3% |
| 1Y | +57.9% | +26.8% | +31.2% | +37.6% |
| 3Y | +290.7% | +139.2% | +151.5% | +138.8% |
| 5Y | +252.3% | +251.1% | +1.2% | +74.3% |
| 10Y | +412.8% | +812.6% | -399.8% | +47.3% |
| All | +7,916.8% | +24,840.9% | -16,924.1% | +552.1% |
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