-8.2%
EW vs PH
+203.8%
-211.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +4.3% | +0.6% | +3.7% |
| 30D | +23.9% | +0.1% | +23.8% | +23.6% |
| 3M | +15.8% | -9.4% | +25.1% | +18.5% |
| 6M | +31.7% | +8.8% | +22.9% | +27.6% |
| YTD | +25.7% | +9.6% | +16.1% | +21.1% |
| 1Y | +24.4% | +14.4% | +10.0% | +18.4% |
| 3Y | +65.9% | +134.5% | -68.7% | +19.5% |
| All | -8.2% | +203.8% | -211.9% | -43.5% |
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