+4,601.3%
PH vs SBAC
+2,208.1%
+2,393.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -3.2% | +6.9% | -10.2% | -4.1% |
| 3M | +10.6% | -8.2% | +18.8% | +11.6% |
| 6M | -2.1% | -1.6% | -0.5% | -2.6% |
| YTD | +10.2% | -0.1% | +10.3% | +9.4% |
| 1Y | +28.2% | -0.5% | +28.7% | +27.2% |
| 3Y | +134.9% | -9.1% | +144.0% | +133.7% |
| 5Y | +253.6% | -43.8% | +297.4% | +273.2% |
| 10Y | +804.7% | +80.5% | +724.2% | +720.5% |
| All | +4,601.3% | +2,208.1% | +2,393.1% | +3,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling