+251.1%
PH vs BG
+84.9%
+166.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -10.3% | +10.3% | -20.6% | -12.4% |
| 3M | +5.1% | -1.9% | +7.0% | +5.1% |
| 6M | +2.3% | +5.2% | -3.0% | 0.0% |
| YTD | +8.7% | +41.2% | -32.5% | -2.1% |
| 1Y | +26.8% | +50.5% | -23.8% | +11.5% |
| 3Y | +139.2% | +19.9% | +119.3% | +121.3% |
| 5Y | +251.1% | +86.7% | +164.4% | +155.1% |
| All | +251.1% | +84.9% | +166.2% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling