+108.6%
PH vs BTSG
+493.4%
-384.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +4.3% | +6.0% | -1.7% | +3.2% |
| 30D | +0.1% | +12.4% | -12.3% | -2.2% |
| 3M | -9.4% | +18.2% | -27.6% | -12.5% |
| 6M | +8.8% | +26.0% | -17.3% | +2.3% |
| YTD | +9.6% | +90.1% | -80.5% | -6.6% |
| 1Y | +14.4% | +124.3% | -109.8% | -6.3% |
| All | +108.6% | +493.4% | -384.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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