+143.8%
EWY vs PH
+24.6%
+119.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.4% |
| 7D | +1.2% | -3.1% | +4.4% | +2.9% |
| 30D | +9.3% | -11.8% | +21.1% | +16.5% |
| 3M | +2.4% | +6.9% | -4.5% | -0.8% |
| 6M | +40.3% | -1.3% | +41.5% | +39.3% |
| YTD | +88.0% | +7.0% | +81.1% | +86.6% |
| 1Y | +143.8% | +23.1% | +120.7% | +142.5% |
| All | +143.8% | +24.6% | +119.3% | +142.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling