-35.9%
DOW vs PH
+252.1%
-288.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +2.0% | -10.8% | +12.8% | +7.2% |
| 3M | -12.5% | +8.5% | -21.0% | -17.0% |
| 6M | -9.2% | +3.9% | -13.1% | -13.5% |
| YTD | +30.8% | +9.4% | +21.4% | +20.8% |
| 1Y | +29.4% | +26.8% | +2.6% | +9.6% |
| 3Y | -34.6% | +140.8% | -175.4% | -61.8% |
| 5Y | -35.9% | +253.8% | -289.7% | -71.3% |
| All | -35.9% | +252.1% | -288.0% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling