+132.9%
PH vs BAX
-19.9%
+152.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +2.0% | +12.1% | -10.1% | -0.5% |
| 30D | -3.7% | +7.6% | -11.3% | -5.4% |
| 3M | -14.0% | -4.5% | -9.6% | -13.5% |
| 6M | +2.1% | +52.0% | -49.9% | -8.4% |
| YTD | +5.1% | +35.1% | -30.1% | -4.2% |
| 1Y | +10.9% | +43.7% | -32.8% | -0.6% |
| 3Y | +132.9% | -20.9% | +153.9% | +142.2% |
| All | +132.9% | -19.9% | +152.9% | +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