+132.9%
PH vs BB
+132.4%
+0.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +2.3% |
| 7D | +2.0% | +3.8% | -1.8% | +1.5% |
| 30D | -3.7% | -0.3% | -3.3% | -3.8% |
| 3M | -14.0% | -0.5% | -13.6% | -14.4% |
| 6M | +2.1% | +45.9% | -43.8% | -5.3% |
| YTD | +5.1% | +130.6% | -125.5% | -9.8% |
| 1Y | +10.9% | +89.2% | -78.2% | -2.0% |
| 3Y | +132.9% | +137.5% | -4.6% | +86.1% |
| All | +132.9% | +132.4% | +0.5% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling