+713.9%
PH vs SBAC
+103.9%
+610.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.1% | +3.6% | -1.5% | +1.0% |
| 30D | +0.3% | +4.9% | -4.6% | -1.3% |
| 3M | -8.8% | +6.5% | -15.3% | -10.8% |
| 6M | +10.0% | -11.1% | +21.2% | +12.7% |
| YTD | +10.5% | +0.9% | +9.5% | +7.9% |
| 1Y | +15.5% | -1.6% | +17.1% | +13.7% |
| 3Y | +136.4% | -7.0% | +143.3% | +129.6% |
| 5Y | +213.6% | -39.2% | +252.8% | +251.2% |
| 10Y | +713.9% | +111.4% | +602.5% | +610.4% |
| All | +713.9% | +103.9% | +610.0% | +610.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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