+696.1%
PH vs BBWI
-48.2%
+744.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | +7.4% | -4.5% | +11.9% | +8.6% |
| 30D | +0.5% | +17.1% | -16.6% | -3.9% |
| 3M | -10.2% | +17.5% | -27.7% | -14.8% |
| 6M | +8.9% | +12.8% | -3.9% | +3.3% |
| YTD | +9.7% | +8.2% | +1.5% | +3.5% |
| 1Y | +12.8% | -1.8% | +14.6% | +7.6% |
| 3Y | +134.6% | -25.8% | +160.4% | +129.8% |
| 5Y | +204.5% | -68.0% | +272.6% | +258.8% |
| All | +696.1% | -48.2% | +744.3% | +493.3% |
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