+113.6%
C vs PH
+203.8%
-90.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.2% | +4.3% | -0.2% | +1.6% |
| 30D | +2.0% | +0.1% | +1.8% | +1.5% |
| 3M | -10.1% | -9.4% | -0.7% | -5.2% |
| 6M | +1.0% | +8.8% | -7.8% | -5.2% |
| YTD | +8.5% | +9.6% | -1.2% | +0.8% |
| 1Y | +25.7% | +14.4% | +11.3% | +13.7% |
| 3Y | +216.0% | +134.5% | +81.5% | +83.2% |
| All | +113.6% | +203.8% | -90.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling