-10.8%
DOW vs PH
+521.3%
-532.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -2.4% | -3.1% | +0.7% | -0.6% |
| 30D | +0.4% | -3.2% | +3.6% | +1.9% |
| 3M | -14.4% | +10.6% | -25.0% | -21.1% |
| 6M | -7.0% | -2.1% | -4.8% | -9.2% |
| YTD | +30.2% | +10.2% | +20.0% | +17.1% |
| 1Y | +29.2% | +28.2% | +1.0% | +4.5% |
| 3Y | -36.7% | +134.9% | -171.6% | -67.5% |
| 5Y | -37.7% | +253.6% | -291.3% | -77.2% |
| All | -10.8% | +521.3% | -532.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling