+209.7%
PH vs BUD
+51.6%
+158.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +4.3% | +1.0% | +3.3% | +4.0% |
| 30D | +0.1% | +6.7% | -6.5% | -2.2% |
| 3M | -9.4% | +5.7% | -15.1% | -11.3% |
| 6M | +8.8% | +5.8% | +2.9% | +5.8% |
| YTD | +9.6% | +34.4% | -24.8% | -2.5% |
| 1Y | +14.4% | +33.3% | -18.8% | +2.0% |
| 3Y | +134.5% | +48.8% | +85.7% | +94.4% |
| All | +209.7% | +51.6% | +158.1% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling