-1.4%
DOW vs PH
+527.9%
-529.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.9% |
| 7D | -0.5% | +6.9% | -7.4% | -4.6% |
| 30D | +15.7% | +1.7% | +14.0% | +13.6% |
| 3M | +5.3% | -8.1% | +13.5% | +9.5% |
| 6M | -14.2% | +11.5% | -25.7% | -22.3% |
| YTD | +43.9% | +11.4% | +32.5% | +27.2% |
| 1Y | +53.1% | +14.1% | +39.0% | +33.1% |
| 3Y | -21.8% | +138.2% | -160.1% | -60.4% |
| 5Y | -28.3% | +216.0% | -244.3% | -71.5% |
| All | -1.4% | +527.9% | -529.3% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling