+133.9%
BP vs PH
+795.7%
-661.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | +7.8% | -10.3% | +18.1% | +13.3% |
| 3M | +8.4% | +5.1% | +3.3% | +4.8% |
| 6M | +15.1% | +2.3% | +12.8% | +11.2% |
| YTD | +36.4% | +8.7% | +27.7% | +27.2% |
| 1Y | +40.9% | +26.8% | +14.1% | +20.6% |
| 3Y | +38.8% | +139.2% | -100.3% | -19.9% |
| 5Y | +141.1% | +251.1% | -110.0% | +7.3% |
| 10Y | +133.9% | +812.6% | -678.7% | -40.8% |
| All | +133.9% | +795.7% | -661.8% | -40.8% |
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