+249.6%
PH vs BEN
+36.0%
+213.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | -3.1% | +1.8% | +0.3% |
| 30D | -11.0% | +0.2% | -11.2% | -11.1% |
| 3M | +5.5% | +6.8% | -1.3% | +1.6% |
| 6M | +1.5% | +38.1% | -36.6% | -14.9% |
| YTD | +8.8% | +44.3% | -35.6% | -11.2% |
| 1Y | +24.5% | +42.6% | -18.1% | +1.9% |
| 3Y | +141.2% | +52.3% | +88.9% | +83.8% |
| All | +249.6% | +36.0% | +213.6% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling