+4,613.9%
PH vs SBAC
+2,232.4%
+2,381.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.1% | +3.6% | -1.5% | +1.6% |
| 30D | +0.3% | +4.9% | -4.6% | -0.5% |
| 3M | -8.8% | +6.5% | -15.3% | -9.8% |
| 6M | +10.0% | -11.1% | +21.2% | +11.2% |
| YTD | +10.5% | +0.9% | +9.5% | +9.3% |
| 1Y | +15.5% | -1.6% | +17.1% | +14.6% |
| 3Y | +136.4% | -7.0% | +143.3% | +134.1% |
| 5Y | +213.6% | -39.2% | +252.8% | +227.0% |
| 10Y | +713.9% | +111.4% | +602.5% | +623.3% |
| All | +4,613.9% | +2,232.4% | +2,381.5% | +3,042.1% |
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 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