+710.0%
PH vs BB
+31.7%
+678.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +6.9% | +7.3% | -0.4% | +5.8% |
| 30D | +1.7% | +11.2% | -9.6% | -0.2% |
| 3M | -8.1% | +4.7% | -12.8% | -9.4% |
| 6M | +11.5% | +51.1% | -39.6% | +2.6% |
| YTD | +11.4% | +148.0% | -136.7% | -5.5% |
| 1Y | +14.1% | +106.1% | -92.0% | -0.7% |
| 3Y | +138.2% | +158.2% | -20.0% | +92.1% |
| 5Y | +216.0% | -10.8% | +226.8% | +186.4% |
| 10Y | +710.0% | +29.3% | +680.7% | +430.6% |
| All | +710.0% | +31.7% | +678.3% | +430.6% |
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