+782.8%
PH vs BB
-0.1%
+783.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | -3.1% | -2.1% | -1.1% | -2.8% |
| 30D | -11.8% | -16.0% | +4.2% | -9.7% |
| 3M | +6.9% | -14.5% | +21.4% | +8.1% |
| 6M | -1.3% | +118.6% | -119.8% | -14.3% |
| YTD | +7.0% | +98.9% | -92.0% | -5.9% |
| 1Y | +23.1% | +99.5% | -76.4% | +7.5% |
| 3Y | +135.4% | +65.4% | +70.0% | +102.4% |
| 5Y | +250.3% | -27.6% | +278.0% | +227.4% |
| All | +782.8% | -0.1% | +783.0% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling