-14.6%
EW vs PH
+197.3%
-211.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +0.6% |
| 7D | +11.0% | +2.0% | +9.0% | +10.3% |
| 30D | +19.1% | -3.7% | +22.7% | +20.0% |
| 3M | +14.4% | -14.0% | +28.4% | +18.8% |
| 6M | +22.8% | +2.1% | +20.7% | +21.1% |
| YTD | +19.8% | +5.1% | +14.8% | +16.7% |
| 1Y | +23.9% | +10.9% | +13.0% | +18.8% |
| 3Y | +52.2% | +132.9% | -80.7% | +9.3% |
| All | -14.6% | +197.3% | -211.8% | -47.1% |
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 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