+713.9%
PH vs BUD
-4.3%
+718.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +2.1% | +6.0% | -3.9% | -0.7% |
| 30D | +0.3% | +11.3% | -11.0% | -5.1% |
| 3M | -8.8% | +3.6% | -12.4% | -11.0% |
| 6M | +10.0% | +7.7% | +2.3% | +4.8% |
| YTD | +10.5% | +36.4% | -25.9% | -6.9% |
| 1Y | +15.5% | +37.8% | -22.3% | -3.2% |
| 3Y | +136.4% | +51.2% | +85.1% | +82.5% |
| 5Y | +213.6% | +53.4% | +160.2% | +134.3% |
| 10Y | +713.9% | -3.2% | +717.1% | +524.8% |
| All | +713.9% | -4.3% | +718.2% | +524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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