+990.2%
IBKR vs PH
+820.2%
+170.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.3% |
| 7D | -1.3% | -1.3% | -0.1% | -0.6% |
| 30D | -0.2% | -11.0% | +10.7% | +6.3% |
| 3M | +3.0% | +5.5% | -2.6% | -0.6% |
| 6M | +33.9% | +1.5% | +32.4% | +31.4% |
| YTD | +42.5% | +8.8% | +33.7% | +34.6% |
| 1Y | +44.9% | +24.5% | +20.4% | +26.6% |
| 3Y | +293.0% | +141.2% | +151.8% | +139.4% |
| 5Y | +497.7% | +256.3% | +241.4% | +190.7% |
| All | +990.2% | +820.2% | +170.0% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling