+132.9%
PH vs BBWI
-28.0%
+161.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.1% | +3.4% |
| 7D | +2.0% | -6.2% | +8.2% | +3.0% |
| 30D | -3.7% | +19.9% | -23.6% | -7.0% |
| 3M | -14.0% | +7.1% | -21.2% | -15.7% |
| 6M | +2.1% | +13.7% | -11.6% | -1.7% |
| YTD | +5.1% | +9.6% | -4.5% | +0.9% |
| 1Y | +10.9% | -1.6% | +12.6% | +8.2% |
| 3Y | +132.9% | -25.9% | +158.8% | +143.3% |
| All | +132.9% | -28.0% | +161.0% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling