+18.1%
EW vs PH
+20.3%
-2.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.8% |
| 7D | +8.3% | -0.2% | +8.5% | +8.2% |
| 30D | +13.9% | -6.7% | +20.6% | +14.7% |
| 3M | +10.9% | -8.1% | +19.0% | +11.8% |
| 6M | +19.2% | +5.3% | +13.9% | +16.9% |
| YTD | +16.6% | +4.2% | +12.4% | +14.4% |
| 1Y | +18.1% | +19.3% | -1.3% | +14.1% |
| All | +18.1% | +20.3% | -2.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling