+112.4%
C vs PH
+209.1%
-96.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | +4.7% | +7.4% | -2.6% | +0.4% |
| 30D | +0.2% | +0.5% | -0.3% | -0.5% |
| 3M | -9.3% | -10.2% | +0.9% | -3.9% |
| 6M | -0.8% | +8.9% | -9.8% | -7.0% |
| YTD | +8.5% | +9.7% | -1.1% | +0.8% |
| 1Y | +23.1% | +12.8% | +10.3% | +12.3% |
| 3Y | +220.8% | +134.6% | +86.2% | +86.0% |
| 5Y | +112.4% | +204.5% | -92.1% | -3.2% |
| All | +112.4% | +209.1% | -96.7% | -3.2% |
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