+803.7%
B vs PH
+25,185.5%
-24,381.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | +9.4% | -3.2% | +12.7% | +9.9% |
| 3M | +5.0% | +10.6% | -5.6% | +3.6% |
| 6M | -3.5% | -2.1% | -1.4% | -3.3% |
| YTD | +4.5% | +10.2% | -5.7% | +3.2% |
| 1Y | +67.8% | +28.2% | +39.6% | +62.4% |
| 3Y | +196.7% | +134.9% | +61.8% | +164.2% |
| 5Y | +151.9% | +253.6% | -101.7% | +111.3% |
| 10Y | +202.2% | +804.7% | -602.6% | +116.5% |
| All | +803.7% | +25,185.5% | -24,381.8% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling