+696.1%
PH vs BUD
-3.2%
+699.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | +7.4% | -1.6% | +8.9% | +8.1% |
| 30D | +0.5% | +6.7% | -6.2% | -3.0% |
| 3M | -10.2% | +5.9% | -16.1% | -13.3% |
| 6M | +8.9% | +5.1% | +3.9% | +4.9% |
| YTD | +9.7% | +32.9% | -23.2% | -6.5% |
| 1Y | +12.8% | +31.8% | -19.0% | -3.5% |
| 3Y | +134.6% | +47.4% | +87.2% | +83.1% |
| 5Y | +204.5% | +50.8% | +153.7% | +128.9% |
| All | +696.1% | -3.2% | +699.3% | +525.9% |
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