+208.6%
B vs PH
+737.8%
-529.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.2% |
| 7D | +7.1% | +2.1% | +5.0% | +6.8% |
| 30D | -3.3% | +0.3% | -3.6% | -3.4% |
| 3M | -2.5% | -8.8% | +6.3% | -1.5% |
| 6M | -7.2% | +10.0% | -17.3% | -8.4% |
| YTD | -7.4% | +10.5% | -17.8% | -8.5% |
| 1Y | +16.4% | +15.5% | +0.9% | +14.5% |
| 3Y | +178.7% | +136.4% | +42.4% | +153.9% |
| 5Y | +121.7% | +213.6% | -91.9% | +94.7% |
| 10Y | +208.6% | +713.9% | -505.3% | +178.0% |
| All | +208.6% | +737.8% | -529.2% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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