+792.3%
PH vs BAH
+182.5%
+609.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +0.4% | -4.3% | +4.7% | +1.6% |
| 30D | -10.8% | -4.5% | -6.3% | -9.9% |
| 3M | +8.5% | -7.6% | +16.1% | +10.2% |
| 6M | +3.9% | -10.6% | +14.5% | +5.7% |
| YTD | +9.4% | -12.6% | +22.0% | +10.7% |
| 1Y | +26.8% | -27.0% | +53.8% | +35.0% |
| 3Y | +140.8% | -31.5% | +172.3% | +147.7% |
| 5Y | +253.8% | -3.8% | +257.6% | +210.7% |
| 10Y | +792.3% | +183.9% | +608.4% | +458.5% |
| All | +792.3% | +182.5% | +609.8% | +458.5% |
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