-14.0%
PH vs BEN
-2.6%
-11.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.9% | +1.4% |
| 7D | +2.0% | +6.6% | -4.6% | -0.4% |
| 30D | -3.7% | +3.8% | -7.5% | -4.6% |
| 3M | -14.0% | +0.2% | -14.3% | -13.3% |
| All | -14.0% | -2.6% | -11.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3mo: compounded portfolio wealth divided by compounded BEN 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…
3mo analysis · Full analysis span regression · Available span rolling