+226.4%
EWY vs PH
+137.6%
+88.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +17.0% | -10.3% | +27.2% | +22.1% |
| 3M | +3.7% | +5.1% | -1.4% | +1.7% |
| 6M | +42.5% | +2.3% | +40.2% | +40.8% |
| YTD | +96.2% | +8.7% | +87.5% | +90.2% |
| 1Y | +160.4% | +26.8% | +133.6% | +138.6% |
| All | +226.4% | +137.6% | +88.8% | +126.9% |
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