+812.6%
PH vs SBAC
+78.4%
+734.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -10.3% | +3.9% | -14.1% | -11.2% |
| 3M | +5.1% | -8.2% | +13.2% | +7.1% |
| 6M | +2.3% | -2.8% | +5.1% | +1.7% |
| YTD | +8.7% | -1.5% | +10.2% | +7.4% |
| 1Y | +26.8% | 0.0% | +26.7% | +24.4% |
| 3Y | +139.2% | -8.4% | +147.6% | +133.8% |
| 5Y | +251.1% | -43.5% | +294.6% | +303.3% |
| 10Y | +812.6% | +86.9% | +725.7% | +743.1% |
| All | +812.6% | +78.4% | +734.2% | +743.1% |
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