+1,163.5%
C vs PH
+25,185.5%
-24,022.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | -3.1% | +6.7% | +5.6% |
| 30D | +0.1% | -3.2% | +3.3% | +1.6% |
| 3M | +2.4% | +10.6% | -8.2% | -4.4% |
| 6M | +24.9% | -2.1% | +27.1% | +25.3% |
| YTD | +19.8% | +10.2% | +9.6% | +11.5% |
| 1Y | +44.9% | +28.2% | +16.6% | +22.2% |
| 3Y | +263.0% | +134.9% | +128.1% | +107.6% |
| 5Y | +129.5% | +253.6% | -124.1% | -0.3% |
| 10Y | +291.6% | +804.7% | -513.1% | -4.3% |
| All | +1,163.5% | +25,185.5% | -24,022.0% | -23.4% |
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 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