+1,359.3%
BP vs PH
+24,008.7%
-22,649.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.4% |
| 7D | -11.6% | +2.0% | -13.6% | -12.3% |
| 30D | 0.0% | -3.7% | +3.7% | +1.1% |
| 3M | +6.7% | -14.0% | +20.8% | +12.0% |
| 6M | +2.2% | +2.1% | 0.0% | +0.1% |
| YTD | +33.0% | +5.1% | +27.9% | +27.5% |
| 1Y | +30.7% | +10.9% | +19.8% | +22.8% |
| 3Y | +44.2% | +132.9% | -88.8% | +0.1% |
| 5Y | +105.1% | +200.1% | -94.9% | +27.4% |
| 10Y | +133.5% | +783.8% | -650.3% | -2.6% |
| All | +1,359.3% | +24,008.7% | -22,649.5% | +222.1% |
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