+23,761.0%
PH vs BBWI
+1,034.6%
+22,726.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | -3.1% | +1.5% | -4.6% | -3.5% |
| 30D | -3.2% | -5.2% | +1.9% | -2.3% |
| 3M | +10.6% | +11.1% | -0.5% | +6.1% |
| 6M | -2.1% | -13.4% | +11.2% | -0.7% |
| YTD | +10.2% | +0.1% | +10.1% | +6.5% |
| 1Y | +28.2% | -36.1% | +64.3% | +38.0% |
| 3Y | +134.9% | -44.1% | +179.0% | +150.1% |
| 5Y | +253.6% | -66.2% | +319.9% | +313.2% |
| 10Y | +804.7% | -54.8% | +859.5% | +699.0% |
| All | +23,761.0% | +1,034.6% | +22,726.4% | +7,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling