+992.7%
C vs PH
+23,338.9%
-22,346.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.1% | -3.8% |
| 7D | -5.3% | -3.9% | -1.4% | -3.1% |
| 30D | -7.3% | -9.4% | +2.1% | -2.0% |
| 3M | -13.5% | -10.3% | -3.2% | -8.4% |
| 6M | -6.5% | +2.7% | -9.2% | -9.2% |
| YTD | +3.6% | +2.1% | +1.5% | +0.6% |
| 1Y | +18.9% | +16.2% | +2.7% | +6.2% |
| 3Y | +205.0% | +129.3% | +75.7% | +77.1% |
| 5Y | +109.4% | +191.7% | -82.4% | +2.3% |
| 10Y | +232.9% | +759.2% | -526.3% | -16.2% |
| All | +992.7% | +23,338.9% | -22,346.2% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling