+22,650.5%
PH vs BEN
+4,818.7%
+17,831.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.9% | +0.8% |
| 7D | +2.0% | +6.6% | -4.6% | -1.0% |
| 30D | -3.7% | +3.8% | -7.5% | -5.5% |
| 3M | -14.0% | +0.2% | -14.3% | -14.4% |
| 6M | +2.1% | +10.4% | -8.3% | -3.0% |
| YTD | +5.1% | +46.2% | -41.1% | -12.5% |
| 1Y | +10.9% | +52.3% | -41.3% | -9.4% |
| 3Y | +132.9% | +65.9% | +67.0% | +79.3% |
| 5Y | +200.1% | +20.6% | +179.5% | +162.8% |
| 10Y | +783.8% | +64.8% | +719.0% | +552.4% |
| All | +22,650.5% | +4,818.7% | +17,831.8% | +6,393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling