+256.0%
PH vs BTG
+80.2%
+175.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.9% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | -10.3% | +9.5% | -19.8% | -11.3% |
| 3M | +5.1% | +38.5% | -33.4% | +0.8% |
| 6M | +2.3% | +5.6% | -3.4% | +0.7% |
| YTD | +8.7% | +23.9% | -15.2% | +4.5% |
| 1Y | +26.8% | +32.1% | -5.4% | +20.0% |
| 3Y | +139.2% | +103.2% | +36.0% | +107.5% |
| All | +256.0% | +80.2% | +175.8% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling