+7,433.0%
FIX vs PH
+5,461.4%
+1,971.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -10.5% |
| 7D | -27.2% | -3.9% | -23.3% | -25.3% |
| 30D | -46.9% | -9.4% | -37.5% | -43.5% |
| 3M | -44.4% | -10.3% | -34.1% | -40.6% |
| 6M | -50.9% | +2.7% | -53.6% | -51.0% |
| YTD | +3.5% | +2.1% | +1.4% | +4.0% |
| 1Y | -2.1% | +16.2% | -18.3% | -8.5% |
| 3Y | +418.7% | +129.3% | +289.5% | +249.1% |
| 5Y | +894.6% | +191.7% | +702.8% | +488.8% |
| 10Y | +3,465.5% | +759.2% | +2,706.3% | +1,131.0% |
| All | +7,433.0% | +5,461.4% | +1,971.6% | +1,274.0% |
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