+6,794.6%
PH vs BB
+258.8%
+6,535.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -5.6% | +2.6% | -2.3% |
| 30D | -3.2% | -11.8% | +8.6% | -1.9% |
| 3M | +10.6% | -25.5% | +36.1% | +13.6% |
| 6M | -2.1% | +121.3% | -123.4% | -13.4% |
| YTD | +10.2% | +103.2% | -93.0% | -1.4% |
| 1Y | +28.2% | +102.6% | -74.4% | +14.2% |
| 3Y | +134.9% | +37.5% | +97.4% | +111.7% |
| 5Y | +253.6% | -30.4% | +284.1% | +237.6% |
| 10Y | +804.7% | 0.0% | +804.7% | +626.4% |
| All | +6,794.6% | +258.8% | +6,535.7% | +5,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling