+43.8%
EXC vs PH
+197.3%
-153.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.8% | -2.2% |
| 7D | -1.2% | +2.0% | -3.2% | -1.4% |
| 30D | +10.0% | -3.7% | +13.6% | +10.2% |
| 3M | +1.6% | -14.0% | +15.7% | +3.1% |
| 6M | +3.3% | +2.1% | +1.1% | +2.7% |
| YTD | +7.6% | +5.1% | +2.5% | +6.4% |
| 1Y | +3.5% | +10.9% | -7.5% | +1.6% |
| 3Y | +27.7% | +132.9% | -105.3% | +6.6% |
| All | +43.8% | +197.3% | -153.4% | +6.6% |
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 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