+253.6%
PH vs BB
-30.6%
+284.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -5.6% | +2.6% | -2.2% |
| 30D | -3.2% | -11.8% | +8.6% | -1.6% |
| 3M | +10.6% | -25.5% | +36.1% | +14.2% |
| 6M | -2.1% | +121.3% | -123.4% | -16.9% |
| YTD | +10.2% | +103.2% | -93.0% | -5.1% |
| 1Y | +28.2% | +102.6% | -74.4% | +9.6% |
| 3Y | +134.9% | +37.5% | +97.4% | +104.4% |
| All | +253.6% | -30.6% | +284.2% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling