+1,465.0%
PH vs BAH
+886.2%
+578.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -3.1% | -3.2% | +0.2% | -2.2% |
| 30D | -3.2% | +2.0% | -5.3% | -3.9% |
| 3M | +10.6% | -7.6% | +18.2% | +12.3% |
| 6M | -2.1% | -5.7% | +3.5% | -2.1% |
| YTD | +10.2% | -11.7% | +21.9% | +11.2% |
| 1Y | +28.2% | -27.4% | +55.6% | +36.8% |
| 3Y | +134.9% | -32.5% | +167.4% | +145.7% |
| 5Y | +253.6% | -3.3% | +257.0% | +219.9% |
| 10Y | +804.7% | +186.0% | +618.7% | +464.5% |
| All | +1,465.0% | +886.2% | +578.8% | +483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling