+713.9%
PH vs BAH
+210.6%
+503.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.1% | +0.5% | +1.7% | +1.9% |
| 30D | +0.3% | +18.2% | -18.0% | -4.1% |
| 3M | -8.8% | +13.1% | -21.9% | -12.1% |
| 6M | +10.0% | +15.2% | -5.1% | +4.7% |
| YTD | +10.5% | +6.0% | +4.5% | +5.8% |
| 1Y | +15.5% | +3.1% | +12.4% | +11.4% |
| 3Y | +136.4% | -26.2% | +162.6% | +141.7% |
| 5Y | +213.6% | +9.3% | +204.3% | +168.1% |
| 10Y | +713.9% | +212.3% | +501.6% | +422.4% |
| All | +713.9% | +210.6% | +503.3% | +422.4% |
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