+48.4%
IR vs PH
+254.3%
-205.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.8% | -3.1% | +0.2% | -0.4% |
| 30D | -15.1% | -3.2% | -11.9% | -13.4% |
| 3M | +6.1% | +10.6% | -4.5% | -2.6% |
| 6M | -16.8% | -2.1% | -14.7% | -16.0% |
| YTD | -3.5% | +10.2% | -13.7% | -11.1% |
| 1Y | -3.5% | +28.2% | -31.7% | -21.2% |
| 3Y | +9.5% | +134.9% | -125.4% | -46.2% |
| All | +48.4% | +254.3% | -205.9% | -48.9% |
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