+167.3%
B vs PH
+135.6%
+31.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | -6.2% | +7.4% | -13.6% | -8.1% |
| 30D | -6.6% | +0.5% | -7.1% | -6.9% |
| 3M | -7.9% | -10.2% | +2.4% | -5.2% |
| 6M | -16.8% | +8.9% | -25.7% | -19.0% |
| YTD | -11.7% | +9.7% | -21.3% | -13.8% |
| 1Y | +3.5% | +12.8% | -9.3% | +0.4% |
| All | +167.3% | +135.6% | +31.7% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling