+22,650.5%
PH vs BAX
+898.9%
+21,751.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +2.0% | +12.1% | -10.1% | -1.6% |
| 30D | -3.7% | +7.6% | -11.3% | -6.2% |
| 3M | -14.0% | -4.5% | -9.6% | -13.3% |
| 6M | +2.1% | +52.0% | -49.9% | -11.8% |
| YTD | +5.1% | +35.1% | -30.1% | -7.0% |
| 1Y | +10.9% | +43.7% | -32.8% | -3.9% |
| 3Y | +132.9% | -20.9% | +153.9% | +136.0% |
| 5Y | +200.1% | -63.5% | +263.6% | +282.3% |
| 10Y | +783.8% | -36.0% | +819.8% | +846.4% |
| All | +22,650.5% | +898.9% | +21,751.6% | +10,944.4% |
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 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