+13,447.0%
GOOG vs PH
+3,605.2%
+9,841.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -5.1% | -10.8% | +5.8% | -0.4% |
| 3M | -7.1% | +8.5% | -15.5% | -10.8% |
| 6M | +12.7% | +3.9% | +8.7% | +9.6% |
| YTD | +7.1% | +9.4% | -2.3% | +1.6% |
| 1Y | +43.6% | +26.8% | +16.8% | +27.3% |
| 3Y | +146.8% | +140.8% | +6.0% | +60.7% |
| 5Y | +133.7% | +253.8% | -120.1% | +26.3% |
| 10Y | +773.3% | +792.3% | -19.0% | +185.6% |
| All | +13,447.0% | +3,605.2% | +9,841.8% | +2,029.2% |
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