+713.9%
PH vs BBWI
-44.4%
+758.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.1% | -4.2% | +6.4% | +3.1% |
| 30D | +0.3% | +24.9% | -24.6% | -5.6% |
| 3M | -8.8% | +13.2% | -22.0% | -12.7% |
| 6M | +10.0% | +12.1% | -2.1% | +4.5% |
| YTD | +10.5% | +11.1% | -0.6% | +3.6% |
| 1Y | +15.5% | +0.7% | +14.8% | +9.5% |
| 3Y | +136.4% | -23.8% | +160.1% | +130.0% |
| 5Y | +213.6% | -66.9% | +280.5% | +266.2% |
| 10Y | +713.9% | -45.3% | +759.2% | +502.0% |
| All | +713.9% | -44.4% | +758.3% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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