+948.1%
FIX vs PH
+197.3%
+750.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.6% | +2.9% |
| 7D | -17.5% | +2.0% | -19.5% | -18.3% |
| 30D | -41.6% | -3.7% | -37.9% | -38.9% |
| 3M | -40.6% | -14.0% | -26.6% | -31.4% |
| 6M | -49.4% | +2.1% | -51.5% | -49.6% |
| YTD | +9.2% | +5.1% | +4.1% | +6.4% |
| 1Y | +6.5% | +10.9% | -4.5% | -0.8% |
| 3Y | +448.7% | +132.9% | +315.8% | +190.6% |
| All | +948.1% | +197.3% | +750.8% | +336.1% |
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