+139.4%
BP vs PH
+698.6%
-559.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.1% |
| 7D | +2.6% | +4.1% | -1.5% | +0.6% |
| 30D | -6.4% | -0.1% | -6.3% | -6.8% |
| 3M | +8.0% | -9.6% | +17.6% | +12.3% |
| 6M | +6.0% | +8.5% | -2.5% | 0.0% |
| YTD | +36.5% | +9.4% | +27.1% | +26.0% |
| 1Y | +31.7% | +14.2% | +17.5% | +18.7% |
| 3Y | +48.6% | +134.0% | -85.5% | -13.4% |
| 5Y | +111.7% | +203.8% | -92.1% | +2.4% |
| All | +139.4% | +698.6% | -559.1% | -34.9% |
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