+2,194.4%
PH vs BR
+1,473.8%
+720.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +7.4% | -1.3% | +8.6% | +8.1% |
| 30D | +0.5% | +13.7% | -13.2% | -7.2% |
| 3M | -10.2% | +13.8% | -24.1% | -17.7% |
| 6M | +8.9% | +29.7% | -20.8% | -9.1% |
| YTD | +9.7% | -12.6% | +22.3% | +14.0% |
| 1Y | +12.8% | -12.4% | +25.3% | +17.1% |
| 3Y | +134.6% | +14.1% | +120.5% | +104.1% |
| 5Y | +204.5% | +18.7% | +185.9% | +154.4% |
| 10Y | +697.5% | +276.2% | +421.3% | +228.2% |
| All | +2,194.4% | +1,473.8% | +720.6% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling