+27.8%
DOW vs PH
+26.6%
+1.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -2.7% | -10.3% | +7.5% | -3.8% |
| 3M | -10.5% | +5.1% | -15.5% | -10.4% |
| 6M | -12.4% | +2.3% | -14.7% | -12.5% |
| YTD | +30.0% | +8.7% | +21.3% | +23.6% |
| 1Y | +27.8% | +26.8% | +1.0% | +6.0% |
| All | +27.8% | +26.6% | +1.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling