+250.3%
PH vs BR
+7.7%
+242.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.1% | -6.0% | +2.8% | -0.7% |
| 30D | -11.8% | -0.9% | -10.9% | -11.7% |
| 3M | +6.9% | +16.4% | -9.5% | -1.0% |
| 6M | -1.3% | -8.2% | +6.9% | +2.2% |
| YTD | +7.0% | -23.2% | +30.2% | +21.3% |
| 1Y | +23.1% | -30.9% | +54.0% | +48.5% |
| 3Y | +135.4% | -5.0% | +140.4% | +132.1% |
| 5Y | +250.3% | +8.8% | +241.6% | +202.4% |
| All | +250.3% | +7.7% | +242.7% | +202.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling