+4,382.5%
PH vs SBAC
+2,207.9%
+2,174.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.1% |
| 7D | +2.0% | +1.2% | +0.8% | +1.8% |
| 30D | -3.7% | +11.2% | -14.8% | -5.2% |
| 3M | -14.0% | +4.5% | -18.5% | -14.7% |
| 6M | +2.1% | -12.2% | +14.3% | +3.4% |
| YTD | +5.1% | -0.1% | +5.2% | +4.1% |
| 1Y | +10.9% | -0.3% | +11.2% | +9.9% |
| 3Y | +132.9% | -8.7% | +141.7% | +131.3% |
| 5Y | +200.1% | -40.2% | +240.2% | +213.5% |
| 10Y | +783.8% | +97.3% | +686.5% | +691.5% |
| All | +4,382.5% | +2,207.9% | +2,174.6% | +2,892.0% |
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