+325.3%
IR vs PH
+563.6%
-238.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.7% |
| 7D | +3.7% | +2.0% | +1.7% | +2.1% |
| 30D | +7.4% | -3.7% | +11.1% | +10.3% |
| 3M | -5.9% | -14.0% | +8.1% | +4.9% |
| 6M | +5.6% | +2.1% | +3.5% | +3.2% |
| YTD | +4.8% | +5.1% | -0.2% | +0.5% |
| 1Y | +6.9% | +10.9% | -4.0% | -1.4% |
| 3Y | +27.6% | +132.9% | -105.4% | -33.0% |
| 5Y | +45.8% | +200.1% | -154.3% | -36.8% |
| All | +325.3% | +563.6% | -238.4% | -0.3% |
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