+812.6%
PH vs BAX
-37.8%
+850.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | 0.0% | -5.1% | +5.1% | +1.8% |
| 30D | -10.3% | -12.2% | +1.9% | -6.3% |
| 3M | +5.1% | +21.8% | -16.8% | -3.0% |
| 6M | +2.3% | +36.3% | -34.0% | -9.8% |
| YTD | +8.7% | +27.8% | -19.1% | -3.2% |
| 1Y | +26.8% | -0.1% | +26.8% | +22.8% |
| 3Y | +139.2% | -33.3% | +172.5% | +160.9% |
| 5Y | +251.1% | -67.1% | +318.2% | +430.4% |
| 10Y | +812.6% | -36.9% | +849.5% | +998.2% |
| All | +812.6% | -37.8% | +850.4% | +998.2% |
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