+271.2%
EW vs PH
+698.6%
-427.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.9% | +4.1% | +0.8% | +3.5% |
| 30D | +23.9% | -0.1% | +24.0% | +23.6% |
| 3M | +15.8% | -9.6% | +25.3% | +19.3% |
| 6M | +31.7% | +8.5% | +23.1% | +26.8% |
| YTD | +25.7% | +9.4% | +16.3% | +20.2% |
| 1Y | +24.4% | +14.2% | +10.2% | +17.2% |
| 3Y | +65.9% | +134.0% | -68.2% | +15.6% |
| 5Y | -7.6% | +203.8% | -211.4% | -43.6% |
| All | +271.2% | +698.6% | -427.3% | +64.2% |
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