+797.8%
PH vs BG
+166.7%
+631.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.4% |
| 7D | -1.3% | +3.1% | -4.4% | -2.5% |
| 30D | -11.0% | +10.2% | -21.2% | -14.6% |
| 3M | +5.5% | -1.7% | +7.2% | +5.3% |
| 6M | +1.5% | +1.0% | +0.5% | -0.6% |
| YTD | +8.8% | +39.9% | -31.1% | -7.3% |
| 1Y | +24.5% | +53.2% | -28.7% | +1.1% |
| 3Y | +141.2% | +16.3% | +124.9% | +115.3% |
| 5Y | +256.3% | +83.9% | +172.4% | +142.5% |
| All | +797.8% | +166.7% | +631.2% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling