+797.1%
PH vs BB
+2.6%
+794.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | 0.0% | +1.8% | -1.8% | -0.3% |
| 30D | -10.3% | -12.2% | +1.9% | -8.8% |
| 3M | +5.1% | -12.3% | +17.4% | +5.9% |
| 6M | +2.3% | +122.7% | -120.4% | -11.5% |
| YTD | +8.7% | +104.5% | -95.8% | -4.8% |
| 1Y | +26.8% | +106.7% | -79.9% | +10.2% |
| 3Y | +139.2% | +70.0% | +69.2% | +104.9% |
| 5Y | +251.1% | -27.8% | +278.9% | +228.2% |
| All | +797.1% | +2.6% | +794.5% | +491.2% |
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