+512.8%
F vs PH
+23,338.9%
-22,826.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +1.4% | -3.9% | +5.3% | +3.3% |
| 30D | +2.0% | -9.4% | +11.4% | +6.9% |
| 3M | -10.4% | -10.3% | 0.0% | -6.1% |
| 6M | +9.7% | +2.7% | +7.0% | +6.7% |
| YTD | -1.2% | +2.1% | -3.3% | -3.9% |
| 1Y | 0.0% | +16.2% | -16.2% | -9.2% |
| 3Y | +41.1% | +129.3% | -88.2% | -12.1% |
| 5Y | -11.4% | +191.7% | -203.2% | -51.1% |
| 10Y | +85.0% | +759.2% | -674.3% | -42.2% |
| All | +512.8% | +23,338.9% | -22,826.1% | -45.7% |
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