+208.1%
C vs PH
+135.3%
+72.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.1% |
| 7D | -2.4% | +2.0% | -4.4% | -3.6% |
| 30D | -6.0% | -3.7% | -2.3% | -4.3% |
| 3M | -10.5% | -14.0% | +3.5% | -2.8% |
| 6M | -5.7% | +2.1% | -7.8% | -8.3% |
| YTD | +4.1% | +5.1% | -0.9% | -1.0% |
| 1Y | +20.5% | +10.9% | +9.5% | +10.5% |
| 3Y | +208.1% | +132.9% | +75.2% | +83.7% |
| All | +208.1% | +135.3% | +72.8% | +83.7% |
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 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