+26.8%
PH vs BBWI
-35.2%
+62.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.2% |
| 7D | 0.0% | -4.4% | +4.4% | +0.3% |
| 30D | -10.3% | -7.4% | -2.9% | -9.9% |
| 3M | +5.1% | -2.2% | +7.3% | +4.9% |
| 6M | +2.3% | -16.3% | +18.6% | +3.4% |
| YTD | +8.7% | -9.1% | +17.8% | +9.6% |
| 1Y | +26.8% | -34.5% | +61.3% | +34.2% |
| All | +26.8% | -35.2% | +62.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling