-4.6%
DOW vs PH
+522.9%
-527.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -6.8% | +2.1% | -9.0% | -8.2% |
| 30D | +10.8% | +0.3% | +10.5% | +9.6% |
| 3M | +4.1% | -8.8% | +12.9% | +8.7% |
| 6M | -12.7% | +10.0% | -22.8% | -20.3% |
| YTD | +39.2% | +10.5% | +28.7% | +23.6% |
| 1Y | +49.5% | +15.5% | +34.0% | +28.8% |
| 3Y | -24.4% | +136.4% | -160.7% | -61.6% |
| 5Y | -29.6% | +213.6% | -243.2% | -71.9% |
| All | -4.6% | +522.9% | -527.6% | -77.5% |
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