+710.0%
PH vs BN
+281.2%
+428.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +6.9% | -2.4% | +9.3% | +8.6% |
| 30D | +1.7% | +13.5% | -11.8% | -7.1% |
| 3M | -8.1% | -5.9% | -2.2% | -5.1% |
| 6M | +11.5% | -8.9% | +20.4% | +16.9% |
| YTD | +11.4% | -7.9% | +19.2% | +14.3% |
| 1Y | +14.1% | -8.3% | +22.4% | +17.1% |
| 3Y | +138.2% | +100.8% | +37.5% | +38.4% |
| 5Y | +216.0% | +38.2% | +177.8% | +131.0% |
| 10Y | +710.0% | +302.3% | +407.6% | +217.6% |
| All | +710.0% | +281.2% | +428.7% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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