+4,759.0%
PH vs BG
+1,131.5%
+3,627.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | +2.8% | -5.9% | -4.1% |
| 30D | -3.2% | +12.0% | -15.3% | -7.2% |
| 3M | +10.6% | -7.7% | +18.3% | +12.8% |
| 6M | -2.1% | +4.5% | -6.6% | -5.0% |
| YTD | +10.2% | +35.7% | -25.5% | -2.6% |
| 1Y | +28.2% | +50.1% | -21.8% | +8.5% |
| 3Y | +134.9% | +12.6% | +122.3% | +115.4% |
| 5Y | +253.6% | +75.4% | +178.2% | +169.4% |
| 10Y | +804.7% | +150.5% | +654.3% | +479.1% |
| All | +4,759.0% | +1,131.5% | +3,627.6% | +2,220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling