+615.0%
F vs PH
+25,185.5%
-24,570.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.3% | -3.1% | +8.4% | +7.0% |
| 30D | +4.6% | -3.2% | +7.8% | +5.9% |
| 3M | -3.7% | +10.6% | -14.2% | -9.3% |
| 6M | +16.8% | -2.1% | +19.0% | +16.9% |
| YTD | +15.3% | +10.2% | +5.1% | +8.4% |
| 1Y | +31.0% | +28.2% | +2.8% | +13.6% |
| 3Y | +45.4% | +134.9% | -89.4% | -10.5% |
| 5Y | +54.7% | +253.6% | -199.0% | -22.2% |
| 10Y | +98.2% | +804.7% | -706.5% | -39.5% |
| All | +615.0% | +25,185.5% | -24,570.5% | -38.8% |
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