+797.8%
PH vs BR
+189.7%
+608.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -1.3% | -3.0% | +1.7% | +0.4% |
| 30D | -11.0% | -0.3% | -10.7% | -11.1% |
| 3M | +5.5% | +17.3% | -11.8% | -5.3% |
| 6M | +1.5% | -6.7% | +8.2% | +3.6% |
| YTD | +8.8% | -23.4% | +32.2% | +24.6% |
| 1Y | +24.5% | -32.7% | +57.2% | +55.0% |
| 3Y | +141.2% | -5.9% | +147.1% | +136.9% |
| 5Y | +256.3% | +8.4% | +247.9% | +209.8% |
| All | +797.8% | +189.7% | +608.2% | +384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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