+245.6%
PH vs BOXX
+18.5%
+227.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | +0.1% | -1.3% | -1.2% |
| 30D | -11.0% | +0.3% | -11.3% | -10.6% |
| 3M | +5.5% | +1.0% | +4.5% | +6.9% |
| 6M | +1.5% | +1.9% | -0.5% | +3.8% |
| YTD | +8.8% | +2.7% | +6.1% | +11.9% |
| 1Y | +24.5% | +4.0% | +20.4% | +29.5% |
| 3Y | +141.2% | +14.7% | +126.5% | +251.7% |
| All | +245.6% | +18.5% | +227.1% | +660.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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