+66.5%
EFA vs PH
+139.2%
-72.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -0.7% | -10.8% | +10.1% | +2.5% |
| 3M | +6.4% | +8.5% | -2.1% | +3.6% |
| 6M | +11.4% | +3.9% | +7.5% | +9.5% |
| YTD | +14.0% | +9.4% | +4.6% | +10.4% |
| 1Y | +20.2% | +26.8% | -6.6% | +11.4% |
| All | +66.5% | +139.2% | -72.7% | +25.5% |
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 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