+23,761.0%
PH vs BAX
+900.4%
+22,860.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -3.1% | -1.1% | -1.9% | -2.7% |
| 30D | -3.2% | -5.5% | +2.2% | -1.6% |
| 3M | +10.6% | +33.5% | -23.0% | +0.1% |
| 6M | -2.1% | +35.9% | -38.0% | -12.2% |
| YTD | +10.2% | +35.4% | -25.2% | -2.0% |
| 1Y | +28.2% | +9.8% | +18.5% | +20.8% |
| 3Y | +134.9% | -32.7% | +167.6% | +150.9% |
| 5Y | +253.6% | -65.6% | +319.2% | +360.9% |
| 10Y | +804.7% | -34.9% | +839.6% | +868.6% |
| All | +23,761.0% | +900.4% | +22,860.6% | +11,538.1% |
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