+11,743.1%
COST vs PH
+25,185.5%
-13,442.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.1% | -3.1% | -0.1% | -2.3% |
| 30D | -2.8% | -3.2% | +0.5% | -2.0% |
| 3M | -5.7% | +10.6% | -16.3% | -8.8% |
| 6M | -8.8% | -2.1% | -6.6% | -9.0% |
| YTD | +6.7% | +10.2% | -3.5% | +2.6% |
| 1Y | -3.6% | +28.2% | -31.9% | -11.7% |
| 3Y | +75.1% | +134.9% | -59.8% | +31.2% |
| 5Y | +108.9% | +253.6% | -144.7% | +36.7% |
| 10Y | +586.2% | +804.7% | -218.6% | +211.9% |
| All | +11,743.1% | +25,185.5% | -13,442.5% | +1,426.4% |
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