+265.0%
C vs PH
+134.7%
+130.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | -3.1% | +6.7% | +5.4% |
| 30D | +0.1% | -3.2% | +3.3% | +1.5% |
| 3M | +2.4% | +10.6% | -8.2% | -4.2% |
| 6M | +24.9% | -2.1% | +27.1% | +25.2% |
| YTD | +19.8% | +10.2% | +9.6% | +11.7% |
| 1Y | +44.9% | +28.2% | +16.6% | +22.4% |
| All | +265.0% | +134.7% | +130.2% | +124.8% |
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 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