+44.9%
IR vs PH
+203.8%
-158.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +4.3% | -1.8% | -0.9% |
| 30D | +9.2% | +0.1% | +9.0% | +8.8% |
| 3M | +0.9% | -9.4% | +10.3% | +8.8% |
| 6M | +19.2% | +8.8% | +10.5% | +10.4% |
| YTD | +7.5% | +9.6% | -2.2% | -1.0% |
| 1Y | +11.7% | +14.4% | -2.7% | -0.4% |
| 3Y | +23.9% | +134.5% | -110.6% | -40.6% |
| All | +44.9% | +203.8% | -158.9% | -48.0% |
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