-25.6%
DOW vs PH
+137.5%
-163.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.8% |
| 7D | -9.4% | +3.0% | -12.5% | -10.4% |
| 30D | +8.9% | -0.6% | +9.6% | +8.8% |
| 3M | +6.7% | -10.7% | +17.5% | +10.7% |
| 6M | -14.2% | +9.1% | -23.3% | -18.8% |
| YTD | +36.9% | +9.5% | +27.4% | +26.0% |
| 1Y | +45.8% | +14.0% | +31.7% | +30.9% |
| All | -25.6% | +137.5% | -163.1% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling