+223.5%
C vs PH
+759.6%
-536.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.5% |
| 7D | -2.4% | +2.0% | -4.4% | -3.9% |
| 30D | -6.0% | -3.7% | -2.3% | -4.0% |
| 3M | -10.5% | -14.0% | +3.5% | -1.3% |
| 6M | -5.7% | +2.1% | -7.8% | -8.6% |
| YTD | +4.1% | +5.1% | -0.9% | -1.7% |
| 1Y | +20.5% | +10.9% | +9.5% | +9.3% |
| 3Y | +208.1% | +132.9% | +75.2% | +59.9% |
| 5Y | +110.4% | +200.1% | -89.7% | -12.8% |
| All | +223.5% | +759.6% | -536.0% | -40.7% |
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