+695.9%
PH vs BAX
-35.8%
+731.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.3% | +0.1% | +4.3% | +4.3% |
| 30D | +0.1% | +4.1% | -3.9% | -1.6% |
| 3M | -9.4% | -4.5% | -4.8% | -8.4% |
| 6M | +8.8% | +49.2% | -40.5% | -7.2% |
| YTD | +9.6% | +35.2% | -25.6% | -4.8% |
| 1Y | +14.4% | +38.3% | -23.8% | -1.6% |
| 3Y | +134.5% | -19.0% | +153.6% | +136.6% |
| 5Y | +204.4% | -64.2% | +268.6% | +345.2% |
| All | +695.9% | -35.8% | +731.7% | +907.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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