+141.2%
PH vs BAX
-35.4%
+176.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.3% | -7.9% | +6.6% | +0.4% |
| 30D | -11.0% | -11.7% | +0.7% | -8.7% |
| 3M | +5.5% | +16.2% | -10.7% | +1.5% |
| 6M | +1.5% | +32.0% | -30.5% | -5.5% |
| YTD | +8.8% | +24.7% | -15.9% | +1.7% |
| 1Y | +24.5% | -2.6% | +27.1% | +22.8% |
| 3Y | +141.2% | -35.0% | +176.1% | +142.2% |
| All | +141.2% | -35.4% | +176.5% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling