+137.7%
GOOGL vs PH
+252.1%
-114.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -4.4% | -10.8% | +6.4% | +0.1% |
| 3M | -6.8% | +8.5% | -15.3% | -10.6% |
| 6M | +13.6% | +3.9% | +9.6% | +10.4% |
| YTD | +8.3% | +9.4% | -1.1% | +2.5% |
| 1Y | +44.9% | +26.8% | +18.2% | +27.9% |
| 3Y | +150.5% | +140.8% | +9.7% | +57.2% |
| 5Y | +137.7% | +253.8% | -116.1% | +13.9% |
| All | +137.7% | +252.1% | -114.4% | +13.9% |
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 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