+5.9%
EXC vs PH
+26.9%
-21.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | -2.7% | -10.8% | +8.1% | -3.1% |
| 3M | -1.0% | +8.5% | -9.4% | -0.5% |
| 6M | -9.3% | +3.9% | -13.2% | -8.9% |
| YTD | +3.6% | +9.4% | -5.8% | +4.7% |
| 1Y | +5.9% | +26.8% | -20.9% | +9.0% |
| All | +5.9% | +26.9% | -21.0% | +9.0% |
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