-17.2%
F vs PH
+203.8%
-221.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +4.3% | -7.4% | -5.6% |
| 30D | 0.0% | +0.1% | -0.1% | -0.6% |
| 3M | -13.2% | -9.4% | -3.8% | -8.5% |
| 6M | -10.2% | +8.8% | -19.0% | -16.8% |
| YTD | -4.9% | +9.6% | -14.6% | -12.8% |
| 1Y | -6.1% | +14.4% | -20.5% | -16.3% |
| 3Y | +46.0% | +134.5% | -88.6% | -28.4% |
| All | -17.2% | +203.8% | -221.0% | -70.5% |
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