-10.9%
DOW vs PH
+512.8%
-523.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -6.0% | 0.0% | -6.0% | -6.1% |
| 30D | -2.7% | -10.3% | +7.5% | +3.7% |
| 3M | -10.5% | +5.1% | -15.5% | -14.6% |
| 6M | -12.4% | +2.3% | -14.7% | -17.0% |
| YTD | +30.0% | +8.7% | +21.3% | +18.0% |
| 1Y | +27.8% | +26.8% | +1.0% | +4.1% |
| 3Y | -34.9% | +139.2% | -174.1% | -67.1% |
| 5Y | -35.9% | +251.1% | -287.0% | -76.4% |
| All | -10.9% | +512.8% | -523.7% | -78.5% |
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