+208.8%
C vs PH
+737.8%
-529.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -0.4% | +2.1% | -2.5% | -1.9% |
| 30D | -5.2% | +0.3% | -5.4% | -5.8% |
| 3M | -9.1% | -8.8% | -0.3% | -3.8% |
| 6M | -1.6% | +10.0% | -11.6% | -9.4% |
| YTD | +6.9% | +10.5% | -3.5% | -2.5% |
| 1Y | +23.0% | +15.5% | +7.4% | +8.5% |
| 3Y | +216.1% | +136.4% | +79.8% | +62.8% |
| 5Y | +112.2% | +213.6% | -101.3% | -14.6% |
| 10Y | +208.8% | +713.9% | -505.1% | -39.8% |
| All | +208.8% | +737.8% | -529.0% | -39.8% |
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