+195.6%
EQT vs PH
+246.0%
-50.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | -1.2% | -3.1% | +2.0% | +0.1% |
| 30D | +1.1% | -11.8% | +12.9% | +6.2% |
| 3M | +4.8% | +6.9% | -2.1% | +1.2% |
| 6M | -10.6% | -1.3% | -9.3% | -11.4% |
| YTD | +3.4% | +7.0% | -3.5% | -1.7% |
| 1Y | +8.7% | +23.1% | -14.4% | -3.8% |
| 3Y | +35.0% | +135.4% | -100.4% | -17.3% |
| All | +195.6% | +246.0% | -50.5% | +36.9% |
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