+7.8%
LOW vs PH
+251.4%
-243.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -9.3% | -10.3% | +1.0% | -4.7% |
| 3M | -8.1% | +5.1% | -13.1% | -10.7% |
| 6M | -19.8% | +2.3% | -22.0% | -21.2% |
| YTD | -16.4% | +8.7% | -25.1% | -20.2% |
| 1Y | -24.7% | +26.8% | -51.4% | -33.4% |
| 3Y | -8.8% | +139.2% | -148.0% | -43.6% |
| 5Y | +7.8% | +251.1% | -243.3% | -46.8% |
| All | +7.8% | +251.4% | -243.6% | -46.8% |
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