+22,650.5%
PH vs BN
+15,687.7%
+6,962.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +2.0% | +5.3% | -3.3% | -0.8% |
| 30D | -3.7% | +11.9% | -15.6% | -9.0% |
| 3M | -14.0% | -5.7% | -8.3% | -12.1% |
| 6M | +2.1% | -10.6% | +12.7% | +6.6% |
| YTD | +5.1% | -9.4% | +14.4% | +8.2% |
| 1Y | +10.9% | -8.8% | +19.7% | +13.7% |
| 3Y | +132.9% | +95.6% | +37.3% | +66.1% |
| 5Y | +200.1% | +30.2% | +169.9% | +153.1% |
| 10Y | +783.8% | +277.0% | +506.8% | +376.7% |
| All | +22,650.5% | +15,687.7% | +6,962.8% | +4,462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling