+128.8%
GOOG vs PH
+251.4%
-122.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | -10.3% | +2.6% | -3.5% |
| 3M | -9.3% | +5.1% | -14.4% | -11.8% |
| 6M | +7.4% | +2.3% | +5.2% | +5.2% |
| YTD | +4.9% | +8.7% | -3.8% | -0.5% |
| 1Y | +37.2% | +26.8% | +10.5% | +21.0% |
| 3Y | +141.6% | +139.2% | +2.4% | +51.8% |
| 5Y | +128.8% | +251.1% | -122.4% | +9.5% |
| All | +128.8% | +251.4% | -122.7% | +9.5% |
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