+141.0%
PH vs BR
-5.1%
+146.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | 0.0% | -5.0% | +5.0% | +1.4% |
| 30D | -10.3% | -2.5% | -7.8% | -9.8% |
| 3M | +5.1% | +13.5% | -8.4% | +0.5% |
| 6M | +2.3% | -9.4% | +11.7% | +7.3% |
| YTD | +8.7% | -23.3% | +32.0% | +24.7% |
| 1Y | +26.8% | -31.6% | +58.4% | +56.6% |
| All | +141.0% | -5.1% | +146.1% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling