+12,471.5%
FIX vs PH
+5,899.6%
+6,571.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | -3.1% | +9.1% | +7.8% |
| 30D | -7.2% | -3.2% | -4.0% | -5.8% |
| 3M | -15.9% | +10.6% | -26.4% | -20.1% |
| 6M | +12.7% | -2.1% | +14.9% | +14.5% |
| YTD | +72.8% | +10.2% | +62.6% | +65.0% |
| 1Y | +122.9% | +28.2% | +94.7% | +96.1% |
| 3Y | +774.3% | +134.9% | +639.4% | +472.2% |
| 5Y | +2,049.5% | +253.6% | +1,795.8% | +1,039.8% |
| 10Y | +5,821.5% | +804.7% | +5,016.7% | +1,863.6% |
| All | +12,471.5% | +5,899.6% | +6,571.9% | +2,079.9% |
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