+3,553.2%
FIX vs PH
+700.2%
+2,853.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +4.3% | +5.1% | +6.2% |
| 30D | -27.8% | +0.1% | -27.9% | -27.0% |
| 3M | -35.6% | -9.4% | -26.2% | -29.8% |
| 6M | -45.2% | +8.8% | -54.0% | -47.7% |
| YTD | +19.5% | +9.6% | +9.8% | +13.7% |
| 1Y | +24.2% | +14.4% | +9.8% | +14.7% |
| 3Y | +494.2% | +134.5% | +359.6% | +237.6% |
| 5Y | +1,036.1% | +204.4% | +831.7% | +430.4% |
| All | +3,553.2% | +700.2% | +2,853.0% | +787.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling