+23.1%
PH vs BTSG
+119.4%
-96.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | -0.7% |
| 7D | -3.1% | -5.8% | +2.6% | -2.4% |
| 30D | -11.8% | 0.0% | -11.8% | -11.8% |
| 3M | +6.9% | -4.5% | +11.4% | +6.0% |
| 6M | -1.3% | +40.0% | -41.3% | -9.8% |
| YTD | +7.0% | +54.6% | -47.6% | -4.3% |
| 1Y | +23.1% | +106.1% | -83.0% | +2.4% |
| All | +23.1% | +119.4% | -96.3% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling