+23,825.0%
PH vs BAX
+923.3%
+22,901.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | +3.6% | -1.5% | +1.0% |
| 30D | +0.3% | +8.5% | -8.2% | -2.6% |
| 3M | -8.8% | -4.9% | -3.9% | -7.9% |
| 6M | +10.0% | +47.0% | -36.9% | -3.9% |
| YTD | +10.5% | +38.4% | -28.0% | -3.0% |
| 1Y | +15.5% | +49.1% | -33.6% | -1.1% |
| 3Y | +136.4% | -14.9% | +151.2% | +134.0% |
| 5Y | +213.6% | -63.1% | +276.7% | +298.3% |
| 10Y | +713.9% | -35.6% | +749.5% | +770.1% |
| All | +23,825.0% | +923.3% | +22,901.7% | +11,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling