+140.4%
EFA vs PH
+804.8%
-664.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.3% |
| 7D | -2.4% | -3.1% | +0.8% | -1.2% |
| 30D | -2.2% | -11.8% | +9.5% | +2.3% |
| 3M | +5.7% | +6.9% | -1.3% | +2.7% |
| 6M | +8.2% | -1.3% | +9.4% | +8.0% |
| YTD | +11.8% | +7.0% | +4.8% | +8.2% |
| 1Y | +18.3% | +23.1% | -4.8% | +8.3% |
| 3Y | +64.9% | +135.4% | -70.5% | +14.6% |
| 5Y | +52.4% | +250.3% | -197.9% | -11.3% |
| All | +140.4% | +804.8% | -664.4% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling