+222.7%
B vs PH
+725.6%
-502.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.7% | +6.9% | -9.6% | -3.5% |
| 30D | -4.3% | +1.7% | -6.0% | -4.6% |
| 3M | -2.3% | -8.1% | +5.9% | -1.3% |
| 6M | -16.2% | +11.5% | -27.7% | -17.4% |
| YTD | -8.8% | +11.4% | -20.2% | -10.0% |
| 1Y | +11.4% | +14.1% | -2.7% | +9.6% |
| 3Y | +174.3% | +138.2% | +36.0% | +149.4% |
| 5Y | +116.2% | +216.0% | -99.8% | +89.5% |
| 10Y | +222.7% | +710.0% | -487.2% | +182.2% |
| All | +222.7% | +725.6% | -502.9% | +182.2% |
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