+23,612.3%
PH vs BBWI
+1,165.5%
+22,446.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.4% | +3.7% |
| 7D | +3.0% | -6.2% | +9.2% | +4.7% |
| 30D | -0.6% | +25.5% | -26.1% | -7.3% |
| 3M | -10.7% | +8.0% | -18.7% | -13.9% |
| 6M | +9.1% | +12.7% | -3.6% | +2.7% |
| YTD | +9.5% | +11.6% | -2.1% | +1.7% |
| 1Y | +14.0% | -0.9% | +14.9% | +7.6% |
| 3Y | +138.9% | -22.7% | +161.6% | +130.0% |
| 5Y | +209.1% | -67.2% | +276.3% | +261.7% |
| 10Y | +737.3% | -43.7% | +781.0% | +587.9% |
| All | +23,612.3% | +1,165.5% | +22,446.8% | +6,970.3% |
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 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