+2,340.5%
EXC vs PH
+25,185.5%
-22,845.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.0% |
| 30D | -3.7% | -3.2% | -0.5% | -3.1% |
| 3M | -1.3% | +10.6% | -11.9% | -3.9% |
| 6M | -9.7% | -2.1% | -7.6% | -9.8% |
| YTD | +2.9% | +10.2% | -7.3% | -0.2% |
| 1Y | +4.4% | +28.2% | -23.8% | -2.7% |
| 3Y | +22.2% | +134.9% | -112.7% | -4.4% |
| 5Y | +46.7% | +253.6% | -206.9% | +1.7% |
| 10Y | +155.3% | +804.7% | -649.4% | +36.1% |
| All | +2,340.5% | +25,185.5% | -22,845.0% | +661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling