+710.0%
PH vs BAH
+211.3%
+498.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +6.9% | -1.6% | +8.5% | +7.2% |
| 30D | +1.7% | +18.0% | -16.3% | -2.8% |
| 3M | -8.1% | +11.4% | -19.6% | -11.2% |
| 6M | +11.5% | +17.7% | -6.2% | +5.4% |
| YTD | +11.4% | +5.4% | +6.0% | +6.8% |
| 1Y | +14.1% | +2.8% | +11.3% | +10.1% |
| 3Y | +138.2% | -26.7% | +164.9% | +144.0% |
| 5Y | +216.0% | +8.1% | +207.9% | +171.2% |
| 10Y | +710.0% | +202.5% | +507.4% | +411.4% |
| All | +710.0% | +211.3% | +498.6% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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