+1,410.7%
BP vs PH
+24,860.9%
-23,450.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +8.7% | -11.0% | +19.7% | +13.1% |
| 3M | +9.3% | +5.5% | +3.8% | +6.6% |
| 6M | +13.6% | +1.5% | +12.1% | +11.2% |
| YTD | +37.7% | +8.8% | +28.9% | +30.9% |
| 1Y | +40.6% | +24.5% | +16.1% | +26.8% |
| 3Y | +40.3% | +141.2% | -100.8% | -3.7% |
| 5Y | +141.4% | +256.3% | -114.9% | +41.0% |
| 10Y | +136.1% | +813.3% | -677.2% | -2.3% |
| All | +1,410.7% | +24,860.9% | -23,450.1% | +230.6% |
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