+253.8%
PH vs BAX
-67.0%
+320.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.9% |
| 30D | -10.8% | -9.7% | -1.1% | -8.8% |
| 3M | +8.5% | +29.3% | -20.8% | +1.4% |
| 6M | +3.9% | +40.7% | -36.7% | -5.1% |
| YTD | +9.4% | +30.3% | -20.9% | +0.9% |
| 1Y | +26.8% | +3.4% | +23.4% | +23.2% |
| 3Y | +140.8% | -32.0% | +172.8% | +153.8% |
| 5Y | +253.8% | -66.9% | +320.7% | +362.4% |
| All | +253.8% | -67.0% | +320.8% | +362.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling