+293.0%
LOW vs PH
+700.2%
-407.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +1.4% | +4.3% | -2.9% | -0.7% |
| 30D | +21.7% | +0.1% | +21.6% | +20.9% |
| 3M | +5.0% | -9.4% | +14.4% | +9.4% |
| 6M | +4.6% | +8.8% | -4.2% | -1.1% |
| YTD | -3.5% | +9.6% | -13.1% | -9.4% |
| 1Y | +0.5% | +14.4% | -13.9% | -7.7% |
| 3Y | +24.8% | +134.5% | -109.7% | -24.2% |
| 5Y | +6.5% | +204.4% | -198.0% | -45.2% |
| All | +293.0% | +700.2% | -407.2% | +9.5% |
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