+127.7%
BP vs PH
+778.3%
-650.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.8% |
| 7D | -6.9% | +3.0% | -9.9% | -8.2% |
| 30D | -3.6% | -0.6% | -3.0% | -3.8% |
| 3M | +8.4% | -10.7% | +19.2% | +13.4% |
| 6M | +5.3% | +9.1% | -3.7% | -0.8% |
| YTD | +33.2% | +9.5% | +23.7% | +22.9% |
| 1Y | +28.2% | +14.0% | +14.1% | +15.7% |
| 3Y | +49.2% | +138.9% | -89.6% | -13.9% |
| 5Y | +102.9% | +209.1% | -106.3% | -2.7% |
| 10Y | +127.7% | +737.3% | -609.6% | -37.9% |
| All | +127.7% | +778.3% | -650.6% | -37.9% |
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