+695.9%
PH vs BB
+21.8%
+674.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +4.3% | +1.8% | +2.5% | +4.1% |
| 30D | +0.1% | +8.1% | -8.0% | -1.3% |
| 3M | -9.4% | -1.0% | -8.4% | -9.9% |
| 6M | +8.8% | +45.9% | -37.1% | +0.5% |
| YTD | +9.6% | +134.8% | -125.2% | -6.3% |
| 1Y | +14.4% | +104.6% | -90.2% | -0.4% |
| 3Y | +134.5% | +152.8% | -18.3% | +89.7% |
| 5Y | +204.4% | -17.4% | +221.9% | +178.9% |
| All | +695.9% | +21.8% | +674.1% | +425.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling