+44.5%
GOOG vs PH
+30.5%
+14.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.2% | -3.1% | +0.9% | -1.7% |
| 30D | -6.9% | -3.2% | -3.6% | -6.5% |
| 3M | -9.1% | +10.6% | -19.7% | -11.4% |
| 6M | +10.6% | -2.1% | +12.8% | +9.5% |
| YTD | +7.0% | +10.2% | -3.2% | +3.0% |
| 1Y | +44.5% | +28.2% | +16.3% | +34.4% |
| All | +44.5% | +30.5% | +14.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling