+35,474.8%
LOW vs PH
+25,185.5%
+10,289.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.7% | -3.1% | +1.3% | -0.4% |
| 30D | -7.0% | -3.2% | -3.8% | -6.0% |
| 3M | -0.9% | +10.6% | -11.5% | -5.6% |
| 6M | -20.1% | -2.1% | -17.9% | -19.8% |
| YTD | -13.9% | +10.2% | -24.1% | -18.1% |
| 1Y | -21.1% | +28.2% | -49.4% | -30.1% |
| 3Y | -6.6% | +134.9% | -141.5% | -38.2% |
| 5Y | +9.4% | +253.6% | -244.3% | -40.3% |
| 10Y | +220.5% | +804.7% | -584.2% | +11.3% |
| All | +35,474.8% | +25,185.5% | +10,289.3% | +3,202.9% |
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 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