+121.7%
EW vs PH
+794.6%
-672.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | -3.3% | -10.8% | +7.5% | +0.4% |
| 3M | +1.0% | +8.5% | -7.4% | -2.2% |
| 6M | +6.2% | +3.9% | +2.3% | +3.9% |
| YTD | +1.7% | +9.4% | -7.7% | -2.4% |
| 1Y | +8.1% | +26.8% | -18.7% | -1.8% |
| 3Y | +17.1% | +140.8% | -123.7% | -19.3% |
| 5Y | -29.4% | +253.8% | -283.1% | -59.3% |
| 10Y | +121.7% | +792.3% | -670.6% | -15.1% |
| All | +121.7% | +794.6% | -672.9% | -15.1% |
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 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