+183.8%
EXC vs PH
+778.3%
-594.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.2% | -1.1% |
| 7D | -1.7% | +3.0% | -4.8% | -2.6% |
| 30D | +9.3% | -0.6% | +9.9% | +9.1% |
| 3M | +1.0% | -10.7% | +11.8% | +3.8% |
| 6M | +5.9% | +9.1% | -3.1% | +2.6% |
| YTD | +7.6% | +9.5% | -1.9% | +3.4% |
| 1Y | +2.4% | +14.0% | -11.6% | -2.8% |
| 3Y | +30.2% | +138.9% | -108.6% | -6.8% |
| 5Y | +41.4% | +209.1% | -167.8% | -10.8% |
| 10Y | +183.8% | +737.3% | -553.5% | +34.6% |
| All | +183.8% | +778.3% | -594.5% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling