+53.5%
F vs PH
+137.6%
-84.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -1.2% |
| 7D | -0.6% | +3.0% | -3.7% | -2.1% |
| 30D | +2.9% | -0.6% | +3.5% | +2.8% |
| 3M | -9.5% | -10.7% | +1.3% | -5.2% |
| 6M | +4.0% | +9.1% | -5.0% | -1.7% |
| YTD | -1.3% | +9.5% | -10.8% | -7.0% |
| 1Y | -1.9% | +14.0% | -16.0% | -9.5% |
| 3Y | +53.5% | +138.9% | -85.4% | -15.4% |
| All | +53.5% | +137.6% | -84.1% | -15.4% |
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