+2,751.4%
PH vs BUD
+214.6%
+2,536.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.6% |
| 7D | +2.0% | +4.5% | -2.5% | -0.4% |
| 30D | -3.7% | +12.5% | -16.2% | -9.8% |
| 3M | -14.0% | 0.0% | -14.0% | -14.8% |
| 6M | +2.1% | +3.8% | -1.7% | -1.3% |
| YTD | +5.1% | +33.1% | -28.0% | -11.3% |
| 1Y | +10.9% | +35.5% | -24.6% | -7.3% |
| 3Y | +132.9% | +49.4% | +83.6% | +78.3% |
| 5Y | +200.1% | +48.0% | +152.0% | +125.4% |
| 10Y | +783.8% | -8.6% | +792.4% | +680.5% |
| All | +2,751.4% | +214.6% | +2,536.8% | +1,060.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling