+65.9%
EW vs PH
+135.5%
-69.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +4.3% | +0.6% | +4.2% |
| 30D | +23.9% | +0.1% | +23.8% | +23.7% |
| 3M | +15.8% | -9.4% | +25.1% | +17.5% |
| 6M | +31.7% | +8.8% | +22.9% | +29.0% |
| YTD | +25.7% | +9.6% | +16.1% | +22.8% |
| 1Y | +24.4% | +14.4% | +10.0% | +20.7% |
| 3Y | +65.9% | +134.5% | -68.7% | +32.9% |
| All | +65.9% | +135.5% | -69.6% | +32.9% |
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 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