+4,734.2%
PH vs BG
+954.5%
+3,779.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +4.3% | +2.6% | +1.8% | +3.5% |
| 30D | +0.1% | -6.7% | +6.8% | +2.3% |
| 3M | -9.4% | -9.3% | -0.1% | -7.1% |
| 6M | +8.8% | -18.3% | +27.1% | +14.8% |
| YTD | +9.6% | +16.2% | -6.6% | +1.5% |
| 1Y | +14.4% | +7.6% | +6.9% | +8.8% |
| 3Y | +134.5% | +6.6% | +128.0% | +117.9% |
| 5Y | +204.4% | +22.2% | +182.2% | +162.4% |
| 10Y | +697.3% | +112.0% | +585.3% | +439.2% |
| All | +4,734.2% | +954.5% | +3,779.7% | +2,319.7% |
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