-35.3%
DOW vs PH
+142.4%
-177.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | +0.4% | -3.2% | +3.6% | +1.3% |
| 3M | -14.4% | +10.6% | -25.0% | -18.9% |
| 6M | -7.0% | -2.1% | -4.8% | -7.8% |
| YTD | +30.2% | +10.2% | +20.0% | +20.5% |
| 1Y | +29.2% | +28.2% | +1.0% | +9.4% |
| All | -35.3% | +142.4% | -177.7% | -59.0% |
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 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