+223.4%
PH vs BBAI
-70.8%
+294.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | -3.1% | -4.3% | +1.2% | -3.0% |
| 30D | -3.2% | -3.6% | +0.4% | -3.2% |
| 3M | +10.6% | -38.8% | +49.4% | +11.6% |
| 6M | -2.1% | -23.8% | +21.6% | -1.9% |
| YTD | +10.2% | -45.9% | +56.1% | +11.1% |
| 1Y | +28.2% | -40.8% | +69.0% | +28.7% |
| 3Y | +134.9% | +69.8% | +65.1% | +127.2% |
| 5Y | +253.6% | -70.3% | +324.0% | +219.9% |
| All | +223.4% | -70.8% | +294.2% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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