+695.9%
PH vs BTG
+164.8%
+531.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +4.3% | -9.1% | +13.4% | +5.1% |
| 30D | +0.1% | -1.6% | +1.7% | +0.2% |
| 3M | -9.4% | -2.8% | -6.6% | -9.3% |
| 6M | +8.8% | -7.6% | +16.4% | +8.8% |
| YTD | +9.6% | +10.2% | -0.6% | +7.6% |
| 1Y | +14.4% | +21.3% | -6.8% | +11.5% |
| 3Y | +134.5% | +82.7% | +51.8% | +117.6% |
| 5Y | +204.4% | +30.8% | +173.6% | +185.2% |
| All | +695.9% | +164.8% | +531.0% | +655.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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